-9.3%
TDG vs CF
+62.4%
-71.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | -0.2% |
| 7D | -2.0% | +6.0% | -8.0% | -1.0% |
| 30D | -7.4% | +14.8% | -22.2% | -5.2% |
| 3M | -5.4% | +14.1% | -19.4% | -3.1% |
| 6M | -11.6% | +28.5% | -40.2% | -10.6% |
| YTD | -12.6% | +74.9% | -87.6% | -14.2% |
| 1Y | -9.3% | +61.7% | -71.0% | -10.1% |
| All | -9.3% | +62.4% | -71.8% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling