+774.9%
CLS vs TD
+134.3%
+640.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.5% | +6.4% | +6.9% |
| 7D | -10.6% | -0.6% | -9.9% | -10.0% |
| 30D | -38.4% | +7.9% | -46.4% | -41.1% |
| 3M | -29.9% | +3.1% | -33.0% | -30.9% |
| 6M | -40.6% | +17.2% | -57.8% | -45.7% |
| YTD | -24.6% | +34.7% | -59.3% | -35.7% |
| 1Y | -30.8% | +56.9% | -87.7% | -44.7% |
| All | +774.9% | +134.3% | +640.6% | +460.8% |
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 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