+31.8%
CLS vs TD
+59.9%
-28.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +2.3% |
| 7D | +20.1% | -1.9% | +22.0% | +22.6% |
| 30D | +6.0% | -1.6% | +7.6% | +8.1% |
| 3M | -10.3% | +4.6% | -14.9% | -14.5% |
| 6M | +24.5% | +26.8% | -2.3% | -3.1% |
| YTD | +12.9% | +28.3% | -15.5% | -12.9% |
| All | +31.8% | +59.9% | -28.1% | -6.5% |
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