+13,899.9%
TDG vs CF
+5,238.3%
+8,661.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.0% | -0.1% |
| 7D | +1.4% | +4.8% | -3.3% | +0.2% |
| 30D | +10.6% | +9.7% | +0.9% | +7.8% |
| 3M | +0.2% | +1.2% | -1.1% | -0.9% |
| 6M | +0.9% | +7.4% | -6.5% | -2.6% |
| YTD | -7.8% | +60.5% | -68.4% | -21.6% |
| 1Y | -4.9% | +50.7% | -55.7% | -17.9% |
| 3Y | +44.5% | +64.8% | -20.3% | +18.8% |
| 5Y | +117.7% | +115.8% | +1.9% | +58.7% |
| 10Y | +565.8% | +481.0% | +84.8% | +259.3% |
| All | +13,899.9% | +5,238.3% | +8,661.6% | +3,137.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling