+535.2%
TDG vs CF
+589.1%
-54.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -0.9% | -0.9% | 0.0% | -0.7% |
| 30D | -6.5% | +18.1% | -24.6% | -11.0% |
| 3M | -5.1% | +23.4% | -28.4% | -11.2% |
| 6M | -11.5% | +17.1% | -28.6% | -18.3% |
| YTD | -13.9% | +76.2% | -90.1% | -30.6% |
| 1Y | -11.5% | +62.3% | -73.7% | -27.0% |
| 3Y | +53.7% | +71.8% | -18.2% | +20.0% |
| 5Y | +135.5% | +234.6% | -99.0% | +28.6% |
| 10Y | +535.2% | +574.3% | -39.1% | +181.7% |
| All | +535.2% | +589.1% | -54.0% | +181.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling