+44.6%
COP vs TDG
-9.4%
+54.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -0.9% |
| 7D | +3.0% | -2.0% | +5.0% | +2.3% |
| 30D | +17.5% | -7.4% | +24.9% | +14.4% |
| 3M | +13.4% | -5.4% | +18.7% | +11.6% |
| 6M | +17.7% | -11.6% | +29.4% | +16.9% |
| YTD | +46.6% | -12.6% | +59.2% | +43.5% |
| 1Y | +44.6% | -9.3% | +54.0% | +41.2% |
| All | +44.6% | -9.4% | +54.0% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling