-34.0%
CLF vs TD
+129.3%
-163.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +2.2% |
| 7D | -19.6% | -1.7% | -17.9% | -18.2% |
| 30D | -5.0% | +8.2% | -13.2% | -11.8% |
| 3M | -6.3% | +1.7% | -8.0% | -8.1% |
| 6M | +2.8% | +14.2% | -11.5% | -10.8% |
| YTD | -13.7% | +32.8% | -46.5% | -35.3% |
| 1Y | +13.6% | +55.5% | -41.9% | -26.7% |
| 3Y | -34.0% | +129.6% | -163.6% | -69.2% |
| All | -34.0% | +129.3% | -163.3% | -69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling