+37.5%
CL vs TDY
+70.2%
-32.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -0.8% | +3.0% | -3.8% | -0.8% |
| 30D | +9.5% | +6.1% | +3.4% | +9.2% |
| 3M | +6.8% | -4.5% | +11.3% | +7.0% |
| 6M | +14.3% | +2.9% | +11.3% | +14.0% |
| YTD | +26.3% | +27.5% | -1.2% | +23.7% |
| 1Y | +25.6% | +26.5% | -0.9% | +23.0% |
| All | +37.5% | +70.2% | -32.7% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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