+74.6%
CLF vs TDG
+551.7%
-477.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -4.0% |
| 7D | +10.4% | +1.7% | +8.7% | +9.2% |
| 30D | +0.6% | +9.7% | -9.1% | -5.6% |
| 3M | +4.1% | -2.3% | +6.4% | +5.1% |
| 6M | +15.1% | +1.3% | +13.8% | +13.4% |
| YTD | -4.7% | -8.5% | +3.7% | -0.8% |
| 1Y | +20.4% | -8.1% | +28.5% | +25.0% |
| 3Y | -23.4% | +43.4% | -66.8% | -43.2% |
| 5Y | -43.3% | +127.8% | -171.0% | -69.5% |
| All | +74.6% | +551.7% | -477.0% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 10y: compounded portfolio wealth divided by compounded TDG 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…
10y analysis · Full analysis span regression · 6 months rolling