+50.5%
COP vs TDG
-11.6%
+62.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.7% |
| 7D | +2.3% | -1.9% | +4.2% | +1.6% |
| 30D | +8.6% | -7.7% | +16.3% | +5.7% |
| 3M | +19.9% | -9.3% | +29.2% | +16.2% |
| 6M | +19.0% | -9.4% | +28.4% | +17.4% |
| YTD | +50.0% | -14.3% | +64.2% | +45.7% |
| 1Y | +50.5% | -11.8% | +62.3% | +45.3% |
| All | +50.5% | -11.6% | +62.1% | +45.3% |
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