-14.6%
CLS vs TDG
-7.5%
-7.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.5% | +7.1% | +5.7% |
| 7D | +12.8% | -0.9% | +13.7% | +12.8% |
| 30D | +3.8% | -6.5% | +10.4% | +4.1% |
| 3M | -14.6% | -5.1% | -9.6% | -12.3% |
| All | -14.6% | -7.5% | -7.1% | -12.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling