+12,981.4%
TDG vs CRL
+462.6%
+12,518.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.5% |
| 7D | -0.9% | -0.6% | -0.4% | -0.8% |
| 30D | -6.5% | +5.0% | -11.5% | -8.3% |
| 3M | -5.1% | +50.6% | -55.7% | -18.8% |
| 6M | -11.5% | +60.9% | -72.5% | -27.1% |
| YTD | -13.9% | +40.7% | -54.6% | -25.9% |
| 1Y | -11.5% | +73.3% | -84.8% | -30.1% |
| 3Y | +53.7% | +40.6% | +13.1% | +20.9% |
| 5Y | +135.5% | -37.0% | +172.5% | +147.9% |
| 10Y | +535.2% | +244.3% | +290.9% | +214.6% |
| All | +12,981.4% | +462.6% | +12,518.8% | +4,627.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling