+537.0%
TDG vs CRL
+256.1%
+280.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.5% |
| 7D | -1.9% | -3.5% | +1.7% | -0.6% |
| 30D | -7.7% | -2.1% | -5.6% | -7.1% |
| 3M | -9.3% | +48.0% | -57.3% | -21.8% |
| 6M | -9.4% | +64.7% | -74.1% | -25.7% |
| YTD | -14.3% | +39.5% | -53.7% | -25.8% |
| 1Y | -11.8% | +74.2% | -86.0% | -30.4% |
| 3Y | +52.0% | +39.4% | +12.6% | +20.3% |
| 5Y | +128.8% | -36.9% | +165.7% | +160.0% |
| All | +537.0% | +256.1% | +280.9% | +176.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling