+12,759.1%
TDG vs CAH
+619.4%
+12,139.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -2.4% | -2.2% | -0.2% | -1.6% |
| 30D | -8.0% | +1.2% | -9.2% | -8.5% |
| 3M | -10.5% | +13.1% | -23.6% | -14.9% |
| 6M | -11.9% | +8.5% | -20.4% | -15.1% |
| YTD | -15.4% | +17.6% | -33.0% | -21.3% |
| 1Y | -14.2% | +60.7% | -74.9% | -30.4% |
| 3Y | +51.0% | +183.2% | -132.1% | -4.9% |
| 5Y | +126.5% | +402.2% | -275.7% | +10.3% |
| 10Y | +535.6% | +302.3% | +233.2% | +213.2% |
| All | +12,759.1% | +619.4% | +12,139.8% | +3,817.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling