+27.7%
CL vs TDG
+50.2%
-22.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.3% |
| 7D | -2.3% | -2.4% | +0.1% | -2.1% |
| 30D | -5.5% | -8.0% | +2.5% | -4.7% |
| 3M | +0.8% | -10.5% | +11.3% | +1.9% |
| 6M | -4.2% | -11.9% | +7.7% | -3.3% |
| YTD | +13.4% | -15.4% | +28.8% | +14.6% |
| 1Y | +7.1% | -14.2% | +21.3% | +8.0% |
| All | +27.7% | +50.2% | -22.5% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling