-13.8%
TDG vs CAI
-9.9%
-4.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | -0.1% | +1.1% |
| 7D | -1.9% | -2.9% | +1.0% | -1.7% |
| 30D | -7.7% | +9.3% | -17.0% | -8.4% |
| 3M | -9.3% | +35.2% | -44.5% | -12.1% |
| 6M | -9.4% | +30.7% | -40.1% | -12.3% |
| YTD | -14.3% | -9.8% | -4.5% | -16.7% |
| 1Y | -11.8% | -28.9% | +17.0% | -14.4% |
| All | -13.8% | -9.9% | -4.0% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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