+610.1%
CI vs TDG
+13,063.4%
-12,453.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.4% | -1.3% |
| 7D | -2.0% | -0.9% | -1.1% | -1.7% |
| 30D | -1.8% | -6.5% | +4.7% | +0.5% |
| 3M | -4.2% | -5.1% | +0.8% | -2.9% |
| 6M | +2.7% | -11.5% | +14.2% | +6.3% |
| YTD | +1.9% | -13.9% | +15.8% | +6.1% |
| 1Y | -6.3% | -11.5% | +5.2% | -3.5% |
| 3Y | +3.9% | +53.7% | -49.8% | -15.7% |
| 5Y | +41.9% | +135.5% | -93.6% | -4.9% |
| 10Y | +140.4% | +535.2% | -394.8% | -1.5% |
| All | +610.1% | +13,063.4% | -12,453.3% | -22.4% |
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