+3,154.0%
CLS vs TDG
+547.7%
+2,606.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.2% | +5.4% | +6.0% |
| 7D | +10.9% | -1.9% | +12.8% | +12.0% |
| 30D | +2.1% | -7.7% | +9.8% | +6.2% |
| 3M | -10.2% | -9.3% | -0.9% | -6.2% |
| 6M | +30.4% | -9.4% | +39.8% | +35.2% |
| YTD | +17.2% | -14.3% | +31.5% | +24.0% |
| 1Y | +41.0% | -11.8% | +52.9% | +46.0% |
| 3Y | +1,338.0% | +52.0% | +1,286.0% | +1,013.2% |
| 5Y | +3,860.6% | +128.8% | +3,731.7% | +2,353.7% |
| All | +3,154.0% | +547.7% | +2,606.3% | +1,455.7% |
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