-24.8%
CCL vs TDG
-9.4%
-15.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | -0.2% |
| 7D | -5.0% | -2.0% | -3.0% | -3.5% |
| 30D | -20.3% | -7.4% | -13.0% | -15.6% |
| 3M | -15.1% | -5.4% | -9.8% | -11.9% |
| 6M | -15.1% | -11.6% | -3.5% | -9.4% |
| YTD | -21.8% | -12.6% | -9.2% | -17.4% |
| 1Y | -24.8% | -9.3% | -15.4% | -22.1% |
| All | -24.8% | -9.4% | -15.4% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling