+2,487.3%
CRM vs TDG
+13,008.0%
-10,520.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.4% |
| 7D | -4.4% | -1.9% | -2.6% | -3.6% |
| 30D | +28.1% | -7.7% | +35.8% | +32.7% |
| 3M | +48.8% | -9.3% | +58.2% | +54.6% |
| 6M | +28.3% | -9.4% | +37.6% | +31.8% |
| YTD | -6.0% | -14.3% | +8.2% | -1.2% |
| 1Y | +1.4% | -11.8% | +13.3% | +5.0% |
| 3Y | +11.8% | +52.0% | -40.1% | -12.9% |
| 5Y | -2.0% | +128.8% | -130.9% | -37.7% |
| 10Y | +239.6% | +543.8% | -304.2% | +9.7% |
| All | +2,487.3% | +13,008.0% | -10,520.6% | +49.0% |
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