-12.5%
TDG vs CAPR
+26.9%
-39.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.1% |
| 7D | -2.7% | -10.6% | +7.9% | -2.7% |
| 30D | -9.3% | +111.2% | -120.5% | -9.1% |
| 3M | -7.1% | -67.2% | +60.2% | -7.2% |
| 6M | -11.2% | -75.1% | +64.0% | -11.3% |
| YTD | -15.3% | -71.2% | +56.0% | -15.4% |
| 1Y | -12.5% | +31.1% | -43.6% | -11.7% |
| All | -12.5% | +26.9% | -39.4% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling