+8.7%
CL vs TDG
-9.4%
+18.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.5% |
| 7D | -2.2% | -2.0% | -0.2% | -1.9% |
| 30D | -4.8% | -7.4% | +2.6% | -4.0% |
| 3M | +4.9% | -5.4% | +10.3% | +5.4% |
| 6M | -5.7% | -11.6% | +5.9% | -5.8% |
| YTD | +14.4% | -12.6% | +27.0% | +13.7% |
| 1Y | +8.7% | -9.3% | +18.1% | +7.9% |
| All | +8.7% | -9.4% | +18.2% | +7.9% |
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