+130.4%
TD vs CLBK
+54.0%
+76.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +1.1% | +0.9% | +0.2% | +0.9% |
| 30D | +5.2% | +3.4% | +1.8% | +4.5% |
| 3M | +1.2% | -4.3% | +5.5% | +2.0% |
| 6M | +17.7% | +28.4% | -10.6% | +12.2% |
| YTD | +34.2% | +59.4% | -25.2% | +22.8% |
| 1Y | +55.4% | +64.8% | -9.4% | +41.2% |
| 3Y | +130.4% | +50.6% | +79.8% | +113.4% |
| All | +130.4% | +54.0% | +76.4% | +113.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling