-48.2%
CLF vs TDG
+131.7%
-179.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.6% |
| 7D | -2.7% | -2.4% | -0.2% | -1.2% |
| 30D | -3.2% | -8.0% | +4.8% | +1.7% |
| 3M | -5.0% | -10.5% | +5.5% | +1.1% |
| 6M | +26.6% | -11.9% | +38.5% | +35.9% |
| YTD | -9.0% | -15.4% | +6.4% | -0.7% |
| 1Y | +11.8% | -14.2% | +26.0% | +20.5% |
| 3Y | -15.1% | +51.0% | -66.1% | -41.7% |
| 5Y | -48.2% | +126.5% | -174.7% | -73.4% |
| All | -48.2% | +131.7% | -179.9% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling