+338.5%
COP vs TDG
+547.7%
-209.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.3% |
| 7D | +2.3% | -1.9% | +4.2% | +3.1% |
| 30D | +8.6% | -7.7% | +16.3% | +12.3% |
| 3M | +19.9% | -9.3% | +29.2% | +24.0% |
| 6M | +19.0% | -9.4% | +28.4% | +21.0% |
| YTD | +50.0% | -14.3% | +64.2% | +55.5% |
| 1Y | +50.5% | -11.8% | +62.3% | +53.4% |
| 3Y | +25.2% | +52.0% | -26.8% | -7.6% |
| 5Y | +194.3% | +128.8% | +65.4% | +68.4% |
| All | +338.5% | +547.7% | -209.1% | +76.2% |
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 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