+1,687.9%
CL vs TD
+7,985.3%
-6,297.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | +1.3% | -1.7% | +3.0% | +1.8% |
| 30D | +11.4% | +8.2% | +3.1% | +9.0% |
| 3M | +4.4% | +1.7% | +2.7% | +3.8% |
| 6M | +10.8% | +14.2% | -3.5% | +6.6% |
| YTD | +25.1% | +32.8% | -7.6% | +15.5% |
| 1Y | +28.0% | +55.5% | -27.5% | +13.1% |
| 3Y | +37.6% | +129.6% | -92.0% | +8.5% |
| 5Y | +39.7% | +102.2% | -62.5% | +12.8% |
| 10Y | +75.8% | +306.3% | -230.5% | +13.9% |
| All | +1,687.9% | +7,985.3% | -6,297.4% | +348.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling