+40.7%
CL vs TDY
+46.7%
-6.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -0.8% | +3.0% | -3.8% | -1.2% |
| 30D | +9.5% | +6.1% | +3.4% | +8.4% |
| 3M | +6.8% | -4.5% | +11.3% | +7.3% |
| 6M | +14.3% | +2.9% | +11.3% | +13.4% |
| YTD | +26.3% | +27.5% | -1.2% | +20.2% |
| 1Y | +25.6% | +26.5% | -0.9% | +19.7% |
| 3Y | +38.5% | +70.1% | -31.6% | +22.0% |
| 5Y | +40.7% | +46.8% | -6.1% | +28.2% |
| All | +40.7% | +46.7% | -6.0% | +28.2% |
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