-30.1%
CLF vs TDG
+13,257.8%
-13,287.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.5% |
| 7D | +7.6% | -2.0% | +9.6% | +9.2% |
| 30D | -1.2% | -7.4% | +6.2% | +4.4% |
| 3M | -13.4% | -5.4% | -8.0% | -10.3% |
| 6M | +15.4% | -11.6% | +27.1% | +25.7% |
| YTD | -5.9% | -12.6% | +6.7% | +2.5% |
| 1Y | +18.8% | -9.3% | +28.2% | +25.0% |
| 3Y | -19.4% | +49.2% | -68.6% | -44.8% |
| 5Y | -47.7% | +132.1% | -179.9% | -74.9% |
| 10Y | +130.4% | +544.8% | -414.5% | -56.5% |
| All | -30.1% | +13,257.8% | -13,287.9% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling