+816.3%
CB vs TDG
+13,257.8%
-12,441.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | +0.5% | -2.0% | +2.5% | +1.2% |
| 30D | -3.1% | -7.4% | +4.3% | -0.5% |
| 3M | +9.0% | -5.4% | +14.3% | +10.6% |
| 6M | +2.9% | -11.6% | +14.5% | +6.4% |
| YTD | +10.1% | -12.6% | +22.7% | +13.8% |
| 1Y | +22.8% | -9.3% | +32.1% | +24.9% |
| 3Y | +73.8% | +49.2% | +24.6% | +42.6% |
| 5Y | +99.2% | +132.1% | -33.0% | +34.7% |
| 10Y | +218.2% | +544.8% | -326.6% | +34.2% |
| All | +816.3% | +13,257.8% | -12,441.4% | +5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling