+126.1%
TDG vs CRL
-38.6%
+164.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.5% |
| 7D | -2.7% | -6.9% | +4.3% | -1.2% |
| 30D | -9.3% | -3.2% | -6.1% | -8.7% |
| 3M | -7.1% | +46.5% | -53.6% | -14.6% |
| 6M | -11.2% | +63.1% | -74.3% | -20.6% |
| YTD | -15.3% | +36.9% | -52.1% | -21.7% |
| 1Y | -12.5% | +78.1% | -90.6% | -23.8% |
| 3Y | +51.2% | +36.7% | +14.5% | +34.6% |
| 5Y | +126.1% | -38.1% | +164.2% | +127.1% |
| All | +126.1% | -38.6% | +164.7% | +127.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling