-3.1%
CMG vs TDY
+39.0%
-42.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.3% |
| 7D | -2.1% | -1.1% | -0.9% | -1.6% |
| 30D | +10.9% | -12.0% | +23.0% | +16.5% |
| 3M | +15.8% | -3.2% | +19.0% | +16.7% |
| 6M | +6.9% | -7.9% | +14.8% | +9.6% |
| YTD | -2.2% | +18.2% | -20.4% | -10.3% |
| 1Y | -7.1% | +6.7% | -13.7% | -11.1% |
| 3Y | -7.1% | +47.5% | -54.7% | -23.9% |
| All | -3.1% | +39.0% | -42.1% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling