+291.5%
CLF vs TD
+7,879.0%
-7,587.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.9% |
| 7D | +7.6% | +0.3% | +7.3% | +7.3% |
| 30D | -1.2% | +0.4% | -1.6% | -1.4% |
| 3M | -13.4% | +7.6% | -21.0% | -18.8% |
| 6M | +15.4% | +25.0% | -9.6% | -4.0% |
| YTD | -5.9% | +31.0% | -36.9% | -24.7% |
| 1Y | +18.8% | +65.2% | -46.4% | -21.4% |
| 3Y | -19.4% | +122.5% | -141.9% | -58.5% |
| 5Y | -47.7% | +124.8% | -172.5% | -72.9% |
| 10Y | +130.4% | +298.2% | -167.8% | -16.2% |
| All | +291.5% | +7,879.0% | -7,587.5% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling