+78.7%
CME vs TDG
+125.9%
-47.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.4% | -2.7% | +0.3% | -2.0% |
| 30D | +6.2% | -9.3% | +15.5% | +7.7% |
| 3M | +4.4% | -7.1% | +11.4% | +5.2% |
| 6M | -9.6% | -11.2% | +1.5% | -8.4% |
| YTD | +3.8% | -15.3% | +19.0% | +5.8% |
| 1Y | +9.5% | -12.5% | +22.0% | +10.9% |
| 3Y | +51.9% | +51.2% | +0.7% | +31.8% |
| 5Y | +78.7% | +126.1% | -47.4% | +34.2% |
| All | +78.7% | +125.9% | -47.2% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling