+131.4%
TD vs CRL
+100.7%
+30.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -3.1% | +5.0% | -8.1% | -3.5% |
| 30D | +6.7% | +13.5% | -6.8% | +5.2% |
| 3M | +3.1% | +21.5% | -18.4% | +1.0% |
| 6M | +17.6% | +103.4% | -85.8% | +9.4% |
| YTD | +34.8% | +71.8% | -37.0% | +26.8% |
| 1Y | +55.6% | +97.5% | -41.9% | +44.3% |
| All | +131.4% | +100.7% | +30.7% | +107.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling