+1,713.4%
CL vs TD
+8,106.9%
-6,393.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.0% |
| 7D | +0.5% | -0.6% | +1.2% | +0.7% |
| 30D | +11.6% | +7.9% | +3.6% | +9.3% |
| 3M | +5.6% | +3.1% | +2.5% | +4.6% |
| 6M | +13.2% | +17.2% | -4.0% | +8.1% |
| YTD | +26.9% | +34.7% | -7.8% | +16.7% |
| 1Y | +27.3% | +56.9% | -29.6% | +12.3% |
| 3Y | +39.7% | +134.7% | -95.0% | +9.5% |
| 5Y | +41.3% | +104.8% | -63.5% | +13.7% |
| 10Y | +76.3% | +305.8% | -229.6% | +14.3% |
| All | +1,713.4% | +8,106.9% | -6,393.4% | +352.8% |
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