+4,013.6%
CMG vs TDY
+1,757.8%
+2,255.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.8% |
| 3M | +15.8% | -3.2% | +19.0% | +16.9% |
| 6M | +6.9% | -7.9% | +14.8% | +9.7% |
| YTD | -2.2% | +18.2% | -20.4% | -9.8% |
| 1Y | -7.1% | +6.7% | -13.7% | -10.7% |
| 3Y | -7.1% | +47.5% | -54.7% | -23.2% |
| 5Y | -4.8% | +39.5% | -44.3% | -20.3% |
| 10Y | +324.3% | +477.2% | -152.8% | +88.5% |
| All | +4,013.6% | +1,757.8% | +2,255.8% | +895.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling