+461.1%
CL vs TDG
+13,728.5%
-13,267.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.5% |
| 7D | -0.8% | +1.2% | -2.0% | -1.0% |
| 30D | +9.5% | +8.1% | +1.3% | +7.9% |
| 3M | +6.6% | -2.6% | +9.3% | +7.1% |
| 6M | +13.2% | +1.0% | +12.3% | +12.8% |
| YTD | +26.9% | -9.5% | +36.4% | +28.4% |
| 1Y | +27.6% | -8.0% | +35.6% | +28.7% |
| 3Y | +39.1% | +41.8% | -2.7% | +28.2% |
| 5Y | +41.3% | +125.1% | -83.8% | +17.9% |
| 10Y | +83.9% | +546.7% | -462.8% | +17.0% |
| All | +461.1% | +13,728.5% | -13,267.3% | +83.6% |
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