+12,981.4%
TDG vs CAG
+97.4%
+12,884.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -1.1% |
| 7D | -0.9% | -5.3% | +4.4% | +0.5% |
| 30D | -6.5% | +1.0% | -7.5% | -6.9% |
| 3M | -5.1% | +17.4% | -22.4% | -9.5% |
| 6M | -11.5% | -16.8% | +5.3% | -7.7% |
| YTD | -13.9% | -6.8% | -7.1% | -13.4% |
| 1Y | -11.5% | -15.4% | +3.9% | -8.7% |
| 3Y | +53.7% | -37.1% | +90.7% | +69.4% |
| 5Y | +135.5% | -41.3% | +176.8% | +162.5% |
| 10Y | +535.2% | -35.5% | +570.6% | +544.9% |
| All | +12,981.4% | +97.4% | +12,884.1% | +7,541.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling