+125.5%
TD vs CRL
-37.4%
+162.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.6% |
| 7D | +0.9% | -0.6% | +1.4% | +0.9% |
| 30D | -0.7% | +5.0% | -5.6% | -1.3% |
| 3M | +6.3% | +50.6% | -44.3% | +0.4% |
| 6M | +27.9% | +60.9% | -33.0% | +19.2% |
| YTD | +29.8% | +40.7% | -10.9% | +22.9% |
| 1Y | +63.7% | +73.3% | -9.7% | +50.0% |
| 3Y | +128.3% | +40.6% | +87.8% | +111.4% |
| 5Y | +125.5% | -37.0% | +162.5% | +118.6% |
| All | +125.5% | -37.4% | +162.9% | +118.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling