+524.0%
CL vs TDY
+7,574.9%
-7,050.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -0.8% | +9.4% | -10.2% | -1.9% |
| 30D | +9.5% | +5.9% | +3.5% | +8.5% |
| 3M | +6.6% | -5.7% | +12.3% | +7.2% |
| 6M | +13.2% | +2.4% | +10.8% | +12.5% |
| YTD | +26.9% | +26.8% | +0.1% | +22.6% |
| 1Y | +27.6% | +24.7% | +2.9% | +23.5% |
| 3Y | +39.1% | +69.2% | -30.0% | +28.9% |
| 5Y | +41.3% | +45.7% | -4.4% | +32.6% |
| 10Y | +83.9% | +444.2% | -360.3% | +46.2% |
| All | +524.0% | +7,574.9% | -7,050.9% | +318.6% |
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