+11.8%
CLF vs TD
+61.8%
-50.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.4% |
| 7D | -2.7% | -1.9% | -0.7% | -0.7% |
| 30D | -3.2% | -1.6% | -1.6% | -1.4% |
| 3M | -5.0% | +4.6% | -9.6% | -11.9% |
| 6M | +26.6% | +26.8% | -0.2% | -9.8% |
| YTD | -9.0% | +28.3% | -37.3% | -36.0% |
| 1Y | +11.8% | +60.4% | -48.6% | -42.1% |
| All | +11.8% | +61.8% | -50.0% | -42.1% |
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