+3,616.8%
CLS vs TDG
+125.9%
+3,490.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +5.0% | -2.7% | +7.6% | +6.5% |
| 30D | +4.8% | -9.3% | +14.1% | +10.3% |
| 3M | -10.4% | -7.1% | -3.3% | -7.4% |
| 6M | +20.8% | -11.2% | +32.0% | +26.9% |
| YTD | +10.0% | -15.3% | +25.3% | +17.4% |
| 1Y | +28.5% | -12.5% | +41.0% | +33.1% |
| 3Y | +1,292.2% | +51.2% | +1,241.0% | +887.2% |
| 5Y | +3,616.8% | +126.1% | +3,490.7% | +1,746.3% |
| All | +3,616.8% | +125.9% | +3,490.9% | +1,746.3% |
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 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