-29.6%
CLS vs TD
+61.0%
-90.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.8% | -11.8% | -11.7% |
| 7D | -21.1% | +1.4% | -22.5% | -22.3% |
| 30D | -38.2% | +10.2% | -48.5% | -44.2% |
| 3M | -36.3% | +8.1% | -44.4% | -41.3% |
| 6M | -43.8% | +22.3% | -66.1% | -55.7% |
| YTD | -20.0% | +39.0% | -59.1% | -46.0% |
| 1Y | -29.6% | +62.6% | -92.2% | -66.2% |
| All | -29.6% | +61.0% | -90.6% | -66.2% |
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