+9,249.4%
TDG vs CAPR
-99.1%
+9,348.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.2% | -1.4% |
| 7D | -0.9% | -9.5% | +8.6% | -0.8% |
| 30D | -6.5% | +121.5% | -128.1% | -7.5% |
| 3M | -5.1% | -65.4% | +60.3% | -4.7% |
| 6M | -11.5% | -67.5% | +56.0% | -11.2% |
| YTD | -13.9% | -68.6% | +54.7% | -13.6% |
| 1Y | -11.5% | +42.7% | -54.1% | -14.9% |
| 3Y | +53.7% | +43.4% | +10.3% | +44.7% |
| 5Y | +135.5% | +86.0% | +49.5% | +119.2% |
| 10Y | +535.2% | -77.4% | +612.6% | +469.1% |
| All | +9,249.4% | -99.1% | +9,348.5% | +8,423.9% |
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