+3,542.1%
CLS vs TD
+123.5%
+3,418.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.9% | +6.6% | +6.3% |
| 7D | +12.8% | +0.9% | +11.9% | +12.0% |
| 30D | +3.8% | -0.7% | +4.5% | +4.5% |
| 3M | -14.6% | +6.3% | -20.9% | -18.2% |
| 6M | +32.2% | +27.9% | +4.3% | +11.2% |
| YTD | +11.6% | +29.8% | -18.2% | -7.4% |
| 1Y | +35.1% | +63.7% | -28.6% | -4.5% |
| 3Y | +1,312.5% | +128.3% | +1,184.2% | +660.4% |
| 5Y | +3,542.1% | +125.5% | +3,416.5% | +1,689.0% |
| All | +3,542.1% | +123.5% | +3,418.5% | +1,689.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling