+368.2%
TDG vs CLBK
+65.5%
+302.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.9% | -1.5% | -0.4% | -1.3% |
| 30D | -7.7% | -1.0% | -6.7% | -7.3% |
| 3M | -9.3% | +22.9% | -32.2% | -17.4% |
| 6M | -9.4% | +44.2% | -53.6% | -23.0% |
| YTD | -14.3% | +64.0% | -78.2% | -31.5% |
| 1Y | -11.8% | +65.7% | -77.5% | -30.4% |
| 3Y | +52.0% | +54.1% | -2.1% | +17.2% |
| 5Y | +128.8% | +44.7% | +84.1% | +58.7% |
| All | +368.2% | +65.5% | +302.8% | +193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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