+322.7%
CG vs TDY
+815.0%
-492.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -2.9% |
| 7D | -6.4% | -1.8% | -4.6% | -5.3% |
| 30D | -7.1% | -13.8% | +6.7% | +2.2% |
| 3M | -1.6% | -3.9% | +2.3% | +0.6% |
| 6M | -8.3% | -9.0% | +0.7% | -3.4% |
| YTD | -23.8% | +16.5% | -40.3% | -32.5% |
| 1Y | -28.7% | +9.3% | -38.0% | -34.2% |
| 3Y | +49.2% | +45.1% | +4.1% | +14.7% |
| 5Y | +5.5% | +35.0% | -29.5% | -14.8% |
| 10Y | +331.2% | +469.0% | -137.8% | +51.1% |
| All | +322.7% | +815.0% | -492.3% | +16.6% |
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