-26.2%
CLX vs TD
+60.9%
-87.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -5.7% | -0.5% | -5.2% | -5.6% |
| 30D | -17.0% | -1.9% | -15.1% | -16.6% |
| 3M | -9.7% | +4.8% | -14.4% | -11.2% |
| 6M | -19.8% | +28.0% | -47.8% | -26.4% |
| YTD | -9.8% | +30.3% | -40.1% | -17.5% |
| 1Y | -26.2% | +59.8% | -85.9% | -33.8% |
| All | -26.2% | +60.9% | -87.1% | -33.8% |
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 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