+284.0%
CLF vs TD
+8,106.9%
-7,822.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.5% | +5.5% | +5.7% |
| 7D | -14.1% | -0.6% | -13.4% | -13.6% |
| 30D | -5.5% | +7.9% | -13.5% | -11.5% |
| 3M | 0.0% | +3.1% | -3.1% | -2.8% |
| 6M | +11.3% | +17.2% | -5.9% | -3.1% |
| YTD | -7.7% | +34.7% | -42.4% | -28.1% |
| 1Y | +17.5% | +56.9% | -39.4% | -19.4% |
| 3Y | -25.4% | +134.7% | -160.2% | -63.3% |
| 5Y | -46.0% | +104.8% | -150.8% | -70.0% |
| 10Y | +80.1% | +305.8% | -225.8% | -35.9% |
| All | +284.0% | +8,106.9% | -7,822.8% | -35.9% |
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