+461.7%
CL vs TDG
+14,211.3%
-13,749.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.4% |
| 7D | -0.8% | +2.3% | -3.1% | -1.2% |
| 30D | +9.5% | +11.2% | -1.6% | +7.5% |
| 3M | +6.8% | +0.2% | +6.5% | +6.6% |
| 6M | +14.3% | +3.9% | +10.4% | +13.2% |
| YTD | +27.0% | -6.4% | +33.4% | +27.7% |
| 1Y | +26.3% | -3.8% | +30.1% | +26.4% |
| 3Y | +39.3% | +46.8% | -7.5% | +27.6% |
| 5Y | +41.5% | +128.3% | -86.8% | +17.8% |
| 10Y | +84.1% | +569.3% | -485.2% | +16.4% |
| All | +461.7% | +14,211.3% | -13,749.5% | +82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling