-47.8%
CLF vs TD
+124.9%
-172.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +3.2% |
| 7D | +7.6% | +0.3% | +7.3% | +7.2% |
| 30D | -1.2% | +0.4% | -1.6% | -1.5% |
| 3M | -13.4% | +7.6% | -21.0% | -20.2% |
| 6M | +15.4% | +25.0% | -9.6% | -8.4% |
| YTD | -5.9% | +31.0% | -36.9% | -28.7% |
| 1Y | +18.8% | +65.2% | -46.4% | -28.7% |
| 3Y | -19.4% | +122.5% | -141.9% | -64.2% |
| All | -47.8% | +124.9% | -172.7% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling