+331.5%
CLX vs TDY
+7,071.3%
-6,739.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -3.5% | -0.9% | -2.7% | -3.5% |
| 30D | -11.9% | -12.5% | +0.6% | -10.7% |
| 3M | -2.6% | -1.2% | -1.4% | -2.6% |
| 6M | -18.2% | -6.6% | -11.6% | -17.7% |
| YTD | -5.9% | +18.5% | -24.4% | -7.6% |
| 1Y | -23.8% | +10.8% | -34.6% | -24.8% |
| 3Y | -33.6% | +47.5% | -81.1% | -36.4% |
| 5Y | -35.7% | +35.8% | -71.5% | -38.2% |
| 10Y | -2.5% | +459.0% | -461.5% | -19.7% |
| All | +331.5% | +7,071.3% | -6,739.8% | +217.7% |
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