+529.5%
TDG vs CAPR
-78.6%
+608.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.2% |
| 7D | -2.7% | -10.6% | +7.9% | -2.5% |
| 30D | -9.3% | +111.2% | -120.5% | -10.7% |
| 3M | -7.1% | -67.2% | +60.2% | -6.4% |
| 6M | -11.2% | -75.1% | +64.0% | -10.2% |
| YTD | -15.3% | -71.2% | +56.0% | -14.7% |
| 1Y | -12.5% | +31.1% | -43.6% | -18.0% |
| 3Y | +51.2% | +31.3% | +19.9% | +35.5% |
| 5Y | +126.1% | +69.4% | +56.7% | +97.3% |
| All | +529.5% | -78.6% | +608.1% | +402.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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