-5.8%
TDG vs CRL
+85.3%
-91.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.3% | +8.0% | +1.6% |
| 7D | +7.1% | -12.8% | +19.8% | +8.9% |
| 30D | +11.4% | +5.0% | +6.4% | +10.1% |
| 3M | -4.6% | +39.4% | -43.9% | -10.5% |
| 6M | +5.8% | +89.4% | -83.5% | -7.0% |
| YTD | -8.5% | +63.6% | -72.1% | -16.4% |
| 1Y | -5.8% | +83.5% | -89.3% | -14.9% |
| All | -5.8% | +85.3% | -91.2% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling