+362.7%
TDG vs CLBK
+65.6%
+297.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -2.7% | -1.4% | -1.3% | -2.1% |
| 30D | -9.3% | +4.5% | -13.8% | -11.1% |
| 3M | -7.1% | +22.8% | -29.8% | -15.3% |
| 6M | -11.2% | +43.4% | -54.6% | -24.3% |
| YTD | -15.3% | +64.1% | -79.4% | -32.4% |
| 1Y | -12.5% | +67.6% | -80.0% | -31.3% |
| 3Y | +51.2% | +53.3% | -2.1% | +17.0% |
| 5Y | +126.1% | +44.8% | +81.3% | +56.8% |
| All | +362.7% | +65.6% | +297.1% | +190.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling