+4.0%
CLF vs TDG
-14.3%
+18.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -3.7% | -2.7% | -1.0% | -2.2% |
| 30D | -4.7% | -9.3% | +4.6% | +0.6% |
| 3M | -4.7% | -7.1% | +2.4% | -1.5% |
| 6M | +24.0% | -11.2% | +35.2% | +29.9% |
| YTD | -10.9% | -15.3% | +4.3% | -7.7% |
| 1Y | +4.0% | -12.5% | +16.5% | +5.4% |
| All | +4.0% | -14.3% | +18.3% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling