+52.0%
TDG vs CAH
+176.8%
-124.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -1.9% | -5.1% | +3.2% | -0.8% |
| 30D | -7.7% | +0.2% | -7.9% | -7.8% |
| 3M | -9.3% | +6.3% | -15.6% | -10.5% |
| 6M | -9.4% | +9.4% | -18.8% | -11.1% |
| YTD | -14.3% | +15.0% | -29.2% | -16.7% |
| 1Y | -11.8% | +55.4% | -67.3% | -19.8% |
| 3Y | +52.0% | +173.8% | -121.9% | +20.9% |
| All | +52.0% | +176.8% | -124.8% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 3y: compounded portfolio wealth divided by compounded CAH 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…
3y analysis · Full analysis span regression · 6 months rolling