+2,616.0%
TD vs CRL
+1,657.4%
+958.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -3.1% | +5.0% | -8.1% | -4.0% |
| 30D | +6.7% | +13.5% | -6.8% | +3.8% |
| 3M | +3.1% | +21.5% | -18.4% | -1.2% |
| 6M | +17.6% | +103.4% | -85.8% | +1.5% |
| YTD | +34.8% | +71.8% | -37.0% | +19.1% |
| 1Y | +55.6% | +97.5% | -41.9% | +33.6% |
| 3Y | +133.1% | +99.2% | +33.9% | +91.4% |
| 5Y | +104.7% | -12.1% | +116.8% | +94.3% |
| 10Y | +303.6% | +359.2% | -55.6% | +164.5% |
| All | +2,616.0% | +1,657.4% | +958.6% | +1,303.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling