-29.6%
CLS vs TDG
-5.9%
-23.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.7% | -9.8% | -9.1% |
| 7D | -21.1% | +7.1% | -28.2% | -21.6% |
| 30D | -38.2% | +11.4% | -49.6% | -38.9% |
| 3M | -36.3% | -4.6% | -31.7% | -35.7% |
| 6M | -43.8% | +5.8% | -49.7% | -44.7% |
| YTD | -20.0% | -8.5% | -11.5% | -25.5% |
| 1Y | -29.6% | -5.8% | -23.8% | -33.5% |
| All | -29.6% | -5.9% | -23.7% | -33.5% |
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 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