+20.2%
CLF vs TD
+61.0%
-40.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.8% | -12.0% | -11.2% |
| 7D | -7.9% | +1.4% | -9.3% | -8.9% |
| 30D | +5.2% | +10.2% | -5.0% | -3.3% |
| 3M | +4.3% | +8.1% | -3.8% | -2.9% |
| 6M | +25.3% | +22.3% | +3.0% | -1.4% |
| YTD | -3.3% | +39.0% | -42.4% | -34.9% |
| 1Y | +20.2% | +62.6% | -42.4% | -34.9% |
| All | +20.2% | +61.0% | -40.8% | -34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling