+41.7%
TDG vs CAPR
+264.4%
-222.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -8.7% | +5.4% | -3.4% |
| 7D | +1.2% | +19.1% | -17.9% | +1.1% |
| 30D | +8.1% | +48.8% | -40.7% | +8.1% |
| 3M | -2.6% | +144.4% | -147.0% | -2.7% |
| 6M | +1.0% | -67.5% | +68.5% | +0.9% |
| YTD | -9.5% | -64.5% | +55.0% | -9.6% |
| 1Y | -8.0% | +74.4% | -82.5% | -8.4% |
| All | +41.7% | +264.4% | -222.7% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling