+297.1%
TD vs CRL
+244.4%
+52.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -1.0% |
| 7D | -1.9% | -4.6% | +2.7% | -1.0% |
| 30D | -1.6% | +0.5% | -2.1% | -1.8% |
| 3M | +4.6% | +46.6% | -42.0% | -3.5% |
| 6M | +26.8% | +57.3% | -30.5% | +14.4% |
| YTD | +28.3% | +39.5% | -11.2% | +18.2% |
| 1Y | +60.4% | +76.9% | -16.4% | +39.6% |
| 3Y | +125.7% | +39.4% | +86.4% | +98.7% |
| 5Y | +122.4% | -37.2% | +159.5% | +137.4% |
| 10Y | +297.1% | +253.4% | +43.7% | +146.1% |
| All | +297.1% | +244.4% | +52.6% | +146.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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