+104.7%
TD vs CRL
-12.2%
+116.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -3.1% | +5.0% | -8.1% | -3.7% |
| 30D | +6.7% | +13.5% | -6.8% | +4.6% |
| 3M | +3.1% | +21.5% | -18.4% | +0.1% |
| 6M | +17.6% | +103.4% | -85.8% | +6.0% |
| YTD | +34.8% | +71.8% | -37.0% | +23.6% |
| 1Y | +55.6% | +97.5% | -41.9% | +39.8% |
| 3Y | +133.1% | +99.2% | +33.9% | +102.9% |
| 5Y | +104.7% | -12.1% | +116.8% | +102.9% |
| All | +104.7% | -12.2% | +116.8% | +102.9% |
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 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