+83.5%
CLF vs TD
+303.3%
-219.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.2% |
| 7D | -9.1% | -0.7% | -8.4% | -8.3% |
| 30D | -0.9% | +7.6% | -8.5% | -9.4% |
| 3M | +3.0% | +3.0% | -0.1% | -1.2% |
| 6M | +16.7% | +16.8% | -0.1% | -4.2% |
| YTD | -3.2% | +34.3% | -37.5% | -32.6% |
| 1Y | +24.6% | +56.0% | -31.4% | -27.4% |
| 3Y | -22.3% | +132.4% | -154.6% | -72.2% |
| 5Y | -41.2% | +103.7% | -144.9% | -75.5% |
| 10Y | +83.5% | +299.2% | -215.6% | -59.9% |
| All | +83.5% | +303.3% | -219.8% | -59.9% |
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 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