+116.3%
CLF vs TD
+295.4%
-179.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -0.6% |
| 7D | +6.5% | +0.9% | +5.6% | +5.4% |
| 30D | +0.2% | -0.7% | +0.9% | +1.1% |
| 3M | -3.1% | +6.3% | -9.3% | -10.4% |
| 6M | +25.0% | +27.9% | -2.9% | -7.2% |
| YTD | -7.5% | +29.8% | -37.3% | -32.4% |
| 1Y | +11.5% | +63.7% | -52.1% | -38.1% |
| 3Y | -13.7% | +128.3% | -142.0% | -68.6% |
| 5Y | -47.0% | +125.5% | -172.5% | -80.6% |
| 10Y | +116.3% | +296.7% | -180.4% | -58.7% |
| All | +116.3% | +295.4% | -179.1% | -58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling