-42.6%
CCL vs TDG
+547.7%
-590.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | +0.1% | +0.1% |
| 7D | -3.2% | -1.9% | -1.4% | -1.5% |
| 30D | -17.8% | -7.7% | -10.1% | -11.4% |
| 3M | -18.7% | -9.3% | -9.3% | -11.4% |
| 6M | -11.4% | -9.4% | -2.0% | -2.9% |
| YTD | -24.3% | -14.3% | -10.1% | -13.6% |
| 1Y | -28.8% | -11.8% | -17.0% | -21.2% |
| 3Y | +49.3% | +52.0% | -2.6% | -6.6% |
| 5Y | +1.6% | +128.8% | -127.2% | -55.5% |
| All | -42.6% | +547.7% | -590.3% | -81.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling