+219.2%
CB vs TDG
+540.0%
-320.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.8% | -2.7% | -0.1% | -1.9% |
| 30D | -2.4% | -9.3% | +6.9% | +0.6% |
| 3M | +2.8% | -7.1% | +9.8% | +4.8% |
| 6M | +4.8% | -11.2% | +15.9% | +7.8% |
| YTD | +9.2% | -15.3% | +24.4% | +13.5% |
| 1Y | +22.8% | -12.5% | +35.3% | +26.1% |
| 3Y | +71.1% | +51.2% | +19.9% | +41.6% |
| 5Y | +101.0% | +126.1% | -25.1% | +40.8% |
| All | +219.2% | +540.0% | -320.8% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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