+664.6%
CI vs TDG
+13,892.6%
-13,228.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | -0.2% |
| 7D | +1.2% | +1.7% | -0.5% | +0.5% |
| 30D | +2.6% | +9.7% | -7.1% | -0.9% |
| 3M | +7.4% | -2.3% | +9.8% | +8.1% |
| 6M | -0.1% | +1.3% | -1.4% | -1.3% |
| YTD | +9.7% | -8.5% | +18.2% | +11.5% |
| 1Y | +12.1% | -8.1% | +20.3% | +13.8% |
| 3Y | +7.0% | +43.4% | -36.4% | -10.5% |
| 5Y | +49.7% | +127.8% | -78.1% | +1.9% |
| 10Y | +147.2% | +554.4% | -407.2% | +0.3% |
| All | +664.6% | +13,892.6% | -13,228.0% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling