+9,838.4%
TDG vs CAPR
-99.0%
+9,937.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.9% | +8.1% | +1.3% |
| 7D | +1.7% | +5.9% | -4.2% | +1.6% |
| 30D | +9.7% | +44.6% | -34.9% | +9.2% |
| 3M | -2.3% | +126.4% | -128.7% | -3.5% |
| 6M | +1.3% | -68.6% | +69.9% | +1.7% |
| YTD | -8.5% | -67.0% | +58.5% | -8.3% |
| 1Y | -8.1% | +65.2% | -73.3% | -12.0% |
| 3Y | +43.4% | +235.6% | -192.2% | +33.4% |
| 5Y | +127.8% | +175.4% | -47.7% | +110.7% |
| 10Y | +554.4% | -65.0% | +619.4% | +485.0% |
| All | +9,838.4% | -99.0% | +9,937.5% | +8,944.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling