+329.7%
CFG vs TDY
+574.3%
-244.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.0% |
| 7D | +3.2% | +4.1% | -0.9% | +0.3% |
| 30D | +5.1% | +5.7% | -0.6% | +0.4% |
| 3M | -11.2% | -4.4% | -6.8% | -9.0% |
| 6M | +9.6% | +1.2% | +8.3% | +7.0% |
| YTD | +15.0% | +26.0% | -11.1% | -5.3% |
| 1Y | +29.9% | +27.4% | +2.5% | +6.0% |
| 3Y | +192.1% | +67.5% | +124.6% | +90.5% |
| 5Y | +62.3% | +44.9% | +17.4% | +15.5% |
| 10Y | +219.2% | +440.9% | -221.8% | -7.8% |
| All | +329.7% | +574.3% | -244.6% | +8.0% |
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 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