+12,759.1%
TDG vs CLX
+170.0%
+12,589.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.1% |
| 7D | -2.4% | -4.9% | +2.5% | -1.1% |
| 30D | -8.0% | -15.8% | +7.8% | -3.6% |
| 3M | -10.5% | -7.9% | -2.5% | -8.7% |
| 6M | -11.9% | -19.0% | +7.1% | -7.3% |
| YTD | -15.4% | -7.9% | -7.4% | -14.2% |
| 1Y | -14.2% | -25.4% | +11.2% | -8.1% |
| 3Y | +51.0% | -35.0% | +86.1% | +66.4% |
| 5Y | +126.5% | -36.8% | +163.2% | +145.7% |
| 10Y | +535.6% | -1.4% | +537.0% | +398.5% |
| All | +12,759.1% | +170.0% | +12,589.2% | +5,023.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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