+309.0%
CFG vs TDY
+479.2%
-170.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.3% |
| 7D | -0.4% | -1.1% | +0.7% | +0.4% |
| 30D | -4.6% | -12.0% | +7.4% | +4.7% |
| 3M | +6.7% | -3.2% | +9.9% | +8.7% |
| 6M | +22.1% | -7.9% | +30.0% | +28.4% |
| YTD | +23.2% | +18.2% | +5.0% | +6.8% |
| 1Y | +40.3% | +6.7% | +33.6% | +30.9% |
| 3Y | +187.9% | +47.5% | +140.3% | +106.6% |
| 5Y | +102.0% | +39.5% | +62.5% | +47.0% |
| All | +309.0% | +479.2% | -170.2% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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