+142.1%
CI vs TDG
+547.7%
-405.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.4% |
| 7D | -0.1% | -1.9% | +1.8% | +0.5% |
| 30D | +1.8% | -7.7% | +9.5% | +4.2% |
| 3M | -4.2% | -9.3% | +5.1% | -1.8% |
| 6M | +8.8% | -9.4% | +18.2% | +11.2% |
| YTD | +3.7% | -14.3% | +18.0% | +7.4% |
| 1Y | -6.1% | -11.8% | +5.7% | -3.7% |
| 3Y | +4.5% | +52.0% | -47.5% | -12.5% |
| 5Y | +50.5% | +128.8% | -78.3% | +7.5% |
| All | +142.1% | +547.7% | -405.5% | +29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling