-10.0%
CRM vs TDG
-5.9%
-4.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.2% |
| 7D | -6.2% | +7.1% | -13.3% | -5.9% |
| 30D | -1.2% | +11.4% | -12.5% | -0.8% |
| 3M | +19.1% | -4.6% | +23.7% | +19.3% |
| 6M | +23.0% | +5.8% | +17.1% | +21.5% |
| YTD | -13.7% | -8.5% | -5.2% | -9.7% |
| 1Y | -10.0% | -5.8% | -4.2% | -7.6% |
| All | -10.0% | -5.9% | -4.1% | -7.6% |
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 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