+537.0%
TDG vs CAKE
+155.4%
+381.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.8% |
| 7D | -1.9% | -4.5% | +2.7% | -0.6% |
| 30D | -7.7% | -12.4% | +4.7% | -4.3% |
| 3M | -9.3% | +37.3% | -46.7% | -17.8% |
| 6M | -9.4% | +70.7% | -80.1% | -23.2% |
| YTD | -14.3% | +106.0% | -120.2% | -31.5% |
| 1Y | -11.8% | +79.7% | -91.5% | -27.1% |
| 3Y | +52.0% | +267.8% | -215.8% | -2.0% |
| 5Y | +128.8% | +159.9% | -31.1% | +57.7% |
| All | +537.0% | +155.4% | +381.5% | +248.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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