+125.4%
TD vs CLBK
+41.8%
+83.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -2.6% | -1.4% | -1.2% | -2.3% |
| 30D | -1.0% | +4.5% | -5.5% | -1.9% |
| 3M | +5.6% | +22.8% | -17.2% | +1.1% |
| 6M | +27.1% | +43.4% | -16.3% | +17.8% |
| YTD | +29.4% | +64.1% | -34.7% | +16.5% |
| 1Y | +60.7% | +67.6% | -6.9% | +43.7% |
| 3Y | +127.6% | +53.3% | +74.3% | +104.0% |
| 5Y | +125.4% | +44.8% | +80.6% | +91.0% |
| All | +125.4% | +41.8% | +83.6% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling