+61.8%
TDG vs CAVA
+33.0%
+28.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +0.8% |
| 7D | -1.9% | -8.0% | +6.2% | -1.0% |
| 30D | -7.7% | -19.6% | +11.9% | -5.5% |
| 3M | -9.3% | -36.7% | +27.4% | -4.9% |
| 6M | -9.4% | -30.6% | +21.2% | -6.2% |
| YTD | -14.3% | -4.8% | -9.5% | -15.1% |
| 1Y | -11.8% | -13.1% | +1.3% | -12.1% |
| 3Y | +52.0% | +48.8% | +3.2% | +40.4% |
| All | +61.8% | +33.0% | +28.7% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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