+401.4%
CRH vs TDG
+13,008.0%
-12,606.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.4% |
| 7D | -6.1% | -1.9% | -4.2% | -5.1% |
| 30D | -9.3% | -7.7% | -1.6% | -5.5% |
| 3M | -15.2% | -9.3% | -5.9% | -11.0% |
| 6M | -14.2% | -9.4% | -4.8% | -10.1% |
| YTD | -28.3% | -14.3% | -14.0% | -23.1% |
| 1Y | -21.8% | -11.8% | -9.9% | -17.5% |
| 3Y | +71.6% | +52.0% | +19.6% | +35.0% |
| 5Y | +96.6% | +128.8% | -32.2% | +24.5% |
| 10Y | +253.8% | +543.8% | -290.0% | +19.4% |
| All | +401.4% | +13,008.0% | -12,606.5% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling