+462.6%
CL vs TDY
+7,137.3%
-6,674.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.5% |
| 7D | -2.2% | -1.8% | -0.4% | -2.0% |
| 30D | -4.8% | -10.7% | +5.9% | -3.5% |
| 3M | +4.9% | -1.3% | +6.2% | +4.9% |
| 6M | -5.7% | -10.6% | +4.8% | -4.6% |
| YTD | +14.4% | +19.6% | -5.2% | +11.5% |
| 1Y | +8.7% | +11.6% | -2.9% | +6.8% |
| 3Y | +30.0% | +45.2% | -15.2% | +22.8% |
| 5Y | +28.4% | +36.1% | -7.7% | +21.6% |
| 10Y | +50.1% | +458.8% | -408.8% | +19.1% |
| All | +462.6% | +7,137.3% | -6,674.8% | +280.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling