+28.3%
CL vs TDG
+131.7%
-103.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -2.3% | -2.4% | +0.1% | -2.0% |
| 30D | -5.5% | -8.0% | +2.5% | -4.5% |
| 3M | +0.8% | -10.5% | +11.3% | +2.2% |
| 6M | -4.2% | -11.9% | +7.7% | -2.9% |
| YTD | +13.4% | -15.4% | +28.8% | +15.3% |
| 1Y | +7.1% | -14.2% | +21.3% | +8.6% |
| 3Y | +29.0% | +51.0% | -22.0% | +19.2% |
| 5Y | +28.3% | +126.5% | -98.2% | +9.3% |
| All | +28.3% | +131.7% | -103.4% | +9.3% |
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