+204.2%
TD vs CLBK
+65.6%
+138.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -2.6% | -1.4% | -1.2% | -2.1% |
| 30D | -1.0% | +4.5% | -5.5% | -2.5% |
| 3M | +5.6% | +22.8% | -17.2% | -1.7% |
| 6M | +27.1% | +43.4% | -16.3% | +12.2% |
| YTD | +29.4% | +64.1% | -34.7% | +8.8% |
| 1Y | +60.7% | +67.6% | -6.9% | +33.4% |
| 3Y | +127.6% | +53.3% | +74.3% | +88.2% |
| 5Y | +125.4% | +44.8% | +80.6% | +76.5% |
| All | +204.2% | +65.6% | +138.6% | +119.1% |
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