+28.3%
CL vs TDY
+33.5%
-5.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | -2.3% | -1.8% | -0.5% | -2.0% |
| 30D | -5.5% | -13.8% | +8.3% | -3.4% |
| 3M | +0.8% | -3.9% | +4.7% | +1.2% |
| 6M | -4.2% | -9.0% | +4.8% | -3.1% |
| YTD | +13.4% | +16.5% | -3.1% | +9.7% |
| 1Y | +7.1% | +9.3% | -2.2% | +4.5% |
| 3Y | +29.0% | +45.1% | -16.1% | +17.7% |
| 5Y | +28.3% | +35.0% | -6.7% | +16.9% |
| All | +28.3% | +33.5% | -5.2% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling