+50.0%
TDG vs CAPR
+36.9%
+13.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -1.7% |
| 7D | -2.4% | -12.6% | +10.2% | -2.4% |
| 30D | -8.0% | +124.4% | -132.4% | -8.0% |
| 3M | -10.5% | -66.8% | +56.3% | -10.5% |
| 6M | -11.9% | -71.8% | +59.9% | -11.9% |
| YTD | -15.4% | -70.1% | +54.7% | -15.4% |
| 1Y | -14.2% | +33.3% | -47.5% | -14.6% |
| All | +50.0% | +36.9% | +13.1% | +45.1% |
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 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