+537.0%
TDG vs CAG
-36.2%
+573.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -1.9% | -5.7% | +3.8% | -0.9% |
| 30D | -7.7% | -2.4% | -5.3% | -7.4% |
| 3M | -9.3% | +9.8% | -19.1% | -11.0% |
| 6M | -9.4% | -10.8% | +1.5% | -8.0% |
| YTD | -14.3% | -10.8% | -3.4% | -13.3% |
| 1Y | -11.8% | -19.0% | +7.1% | -9.4% |
| 3Y | +52.0% | -39.7% | +91.7% | +63.2% |
| 5Y | +128.8% | -43.0% | +171.8% | +147.6% |
| All | +537.0% | -36.2% | +573.1% | +568.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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