+1,534.3%
CL vs TD
+7,879.0%
-6,344.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.1% |
| 7D | -2.2% | +0.3% | -2.5% | -2.3% |
| 30D | -4.8% | +0.4% | -5.2% | -5.0% |
| 3M | +4.9% | +7.6% | -2.7% | +2.6% |
| 6M | -5.7% | +25.0% | -30.7% | -11.4% |
| YTD | +14.4% | +31.0% | -16.6% | +6.0% |
| 1Y | +8.7% | +65.2% | -56.4% | -5.4% |
| 3Y | +30.0% | +122.5% | -92.5% | +3.3% |
| 5Y | +28.4% | +124.8% | -96.4% | +0.6% |
| 10Y | +50.1% | +298.2% | -248.1% | -2.1% |
| All | +1,534.3% | +7,879.0% | -6,344.7% | +311.5% |
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