+855.6%
CLS vs TDY
+7,071.3%
-6,215.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.9% | +6.6% | +6.0% |
| 7D | +12.8% | -0.9% | +13.7% | +13.2% |
| 30D | +3.8% | -12.5% | +16.3% | +9.9% |
| 3M | -14.6% | -1.2% | -13.4% | -13.9% |
| 6M | +32.2% | -6.6% | +38.8% | +37.2% |
| YTD | +11.6% | +18.5% | -6.9% | +4.4% |
| 1Y | +35.1% | +10.8% | +24.3% | +29.7% |
| 3Y | +1,312.5% | +47.5% | +1,265.0% | +1,114.6% |
| 5Y | +3,542.1% | +35.8% | +3,506.3% | +3,132.0% |
| 10Y | +2,944.0% | +459.0% | +2,485.0% | +1,493.9% |
| All | +855.6% | +7,071.3% | -6,215.7% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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