+503.2%
CMI vs TDG
+547.7%
-44.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.8% |
| 7D | -0.7% | -1.9% | +1.2% | -0.1% |
| 30D | -12.4% | -7.7% | -4.7% | -9.9% |
| 3M | -14.8% | -9.3% | -5.4% | -12.0% |
| 6M | +0.8% | -9.4% | +10.2% | +3.8% |
| YTD | +10.2% | -14.3% | +24.4% | +15.2% |
| 1Y | +37.4% | -11.8% | +49.3% | +41.9% |
| 3Y | +153.3% | +52.0% | +101.3% | +111.9% |
| 5Y | +167.6% | +128.8% | +38.8% | +90.8% |
| All | +503.2% | +547.7% | -44.5% | +208.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling