+41.5%
CL vs TDG
+121.4%
-79.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.3% |
| 7D | -0.8% | +2.3% | -3.1% | -1.1% |
| 30D | +9.5% | +11.2% | -1.6% | +8.0% |
| 3M | +6.8% | +0.2% | +6.5% | +6.6% |
| 6M | +14.3% | +3.9% | +10.4% | +13.5% |
| YTD | +27.0% | -6.4% | +33.4% | +27.3% |
| 1Y | +26.3% | -3.8% | +30.1% | +26.1% |
| 3Y | +39.3% | +46.8% | -7.5% | +29.2% |
| 5Y | +41.5% | +128.3% | -86.8% | +20.7% |
| All | +41.5% | +121.4% | -79.9% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling