+29.5%
CL vs TDG
-8.0%
+37.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.6% |
| 7D | +3.2% | +1.7% | +1.5% | +2.9% |
| 30D | +8.0% | +9.7% | -1.6% | +6.5% |
| 3M | +7.9% | -2.3% | +10.2% | +8.0% |
| 6M | +14.7% | +1.3% | +13.4% | +14.1% |
| YTD | +29.2% | -8.5% | +37.6% | +26.9% |
| 1Y | +29.5% | -8.1% | +37.7% | +26.8% |
| All | +29.5% | -8.0% | +37.5% | +26.8% |
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 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