+24.6%
CLF vs TD
+55.9%
-31.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.1% |
| 7D | -9.1% | -0.7% | -8.4% | -8.2% |
| 30D | -0.9% | +7.6% | -8.5% | -6.8% |
| 3M | +3.0% | +3.0% | -0.1% | +0.3% |
| 6M | +16.7% | +16.8% | -0.1% | -3.7% |
| YTD | -3.2% | +34.3% | -37.5% | -32.2% |
| 1Y | +24.6% | +56.0% | -31.4% | -19.2% |
| All | +24.6% | +55.9% | -31.3% | -19.2% |
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