+362.4%
CFG vs TDY
+539.7%
-177.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.4% |
| 7D | +1.5% | -1.8% | +3.4% | +2.9% |
| 30D | -3.8% | -10.7% | +6.9% | +4.3% |
| 3M | +11.5% | -1.3% | +12.8% | +11.9% |
| 6M | +19.2% | -10.6% | +29.8% | +27.9% |
| YTD | +23.7% | +19.6% | +4.1% | +6.6% |
| 1Y | +38.8% | +11.6% | +27.2% | +25.3% |
| 3Y | +178.9% | +45.2% | +133.7% | +104.1% |
| 5Y | +101.8% | +36.1% | +65.7% | +51.0% |
| 10Y | +317.3% | +458.8% | -141.6% | +19.2% |
| All | +362.4% | +539.7% | -177.3% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling