-31.4%
CCL vs TDG
+13,063.4%
-13,094.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -0.3% |
| 7D | -0.1% | -0.9% | +0.8% | +0.5% |
| 30D | -20.0% | -6.5% | -13.4% | -15.9% |
| 3M | -13.7% | -5.1% | -8.6% | -10.4% |
| 6M | -9.0% | -11.5% | +2.5% | -0.2% |
| YTD | -22.8% | -13.9% | -8.9% | -14.2% |
| 1Y | -25.3% | -11.5% | -13.9% | -18.9% |
| 3Y | +54.1% | +53.7% | +0.4% | +9.2% |
| 5Y | +3.5% | +135.5% | -132.0% | -43.5% |
| 10Y | -41.0% | +535.2% | -576.2% | -79.6% |
| All | -31.4% | +13,063.4% | -13,094.8% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling