-4.9%
TDG vs CF
+50.8%
-55.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.0% | +1.1% |
| 7D | +1.4% | +4.8% | -3.3% | +2.5% |
| 30D | +10.6% | +9.7% | +0.9% | +12.8% |
| 3M | +0.2% | +1.2% | -1.1% | +0.9% |
| 6M | +0.9% | +7.4% | -6.5% | +2.8% |
| YTD | -7.8% | +60.5% | -68.4% | -11.9% |
| 1Y | -4.9% | +50.7% | -55.7% | -7.4% |
| All | -4.9% | +50.8% | -55.8% | -7.4% |
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