+1,312.5%
CLS vs TD
+128.4%
+1,184.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.9% | +6.6% | +6.2% |
| 7D | +12.8% | +0.9% | +11.9% | +12.2% |
| 30D | +3.8% | -0.7% | +4.5% | +4.4% |
| 3M | -14.6% | +6.3% | -20.9% | -17.5% |
| 6M | +32.2% | +27.9% | +4.3% | +15.5% |
| YTD | +11.6% | +29.8% | -18.2% | -3.3% |
| 1Y | +35.1% | +63.7% | -28.6% | +5.2% |
| 3Y | +1,312.5% | +128.3% | +1,184.2% | +810.5% |
| All | +1,312.5% | +128.4% | +1,184.1% | +810.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling