+52.0%
TDG vs CRL
+38.6%
+13.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.9% |
| 7D | -1.9% | -3.5% | +1.7% | -1.3% |
| 30D | -7.7% | -2.1% | -5.6% | -7.4% |
| 3M | -9.3% | +48.0% | -57.3% | -15.3% |
| 6M | -9.4% | +64.7% | -74.1% | -17.2% |
| YTD | -14.3% | +39.5% | -53.7% | -19.7% |
| 1Y | -11.8% | +74.2% | -86.0% | -20.4% |
| 3Y | +52.0% | +39.4% | +12.6% | +43.0% |
| All | +52.0% | +38.6% | +13.4% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling