+52.0%
TDG vs CAKE
+261.6%
-209.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.9% |
| 7D | -1.9% | -4.5% | +2.7% | -1.1% |
| 30D | -7.7% | -12.4% | +4.7% | -5.7% |
| 3M | -9.3% | +37.3% | -46.7% | -14.8% |
| 6M | -9.4% | +70.7% | -80.1% | -18.6% |
| YTD | -14.3% | +106.0% | -120.2% | -26.0% |
| 1Y | -11.8% | +79.7% | -91.5% | -21.9% |
| 3Y | +52.0% | +267.8% | -215.8% | +16.9% |
| All | +52.0% | +261.6% | -209.6% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling