+215.5%
TD vs CLBK
+60.9%
+154.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +1.1% | +0.9% | +0.2% | +0.8% |
| 30D | +5.2% | +3.4% | +1.8% | +4.0% |
| 3M | +1.2% | -4.3% | +5.5% | +2.6% |
| 6M | +17.7% | +28.4% | -10.6% | +7.8% |
| YTD | +34.2% | +59.4% | -25.2% | +13.8% |
| 1Y | +55.4% | +64.8% | -9.4% | +30.0% |
| 3Y | +130.4% | +50.6% | +79.8% | +91.5% |
| 5Y | +101.8% | +28.3% | +73.5% | +68.7% |
| All | +215.5% | +60.9% | +154.6% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling