+13,174.6%
TDG vs CF
+5,717.8%
+7,456.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.2% |
| 7D | -2.0% | +6.0% | -8.0% | -3.5% |
| 30D | -7.4% | +14.8% | -22.2% | -10.8% |
| 3M | -5.4% | +14.1% | -19.4% | -9.1% |
| 6M | -11.6% | +28.5% | -40.2% | -19.5% |
| YTD | -12.6% | +74.9% | -87.6% | -26.9% |
| 1Y | -9.3% | +61.7% | -71.0% | -22.8% |
| 3Y | +49.2% | +80.3% | -31.2% | +20.2% |
| 5Y | +132.1% | +226.0% | -93.8% | +51.6% |
| 10Y | +544.8% | +569.9% | -25.0% | +236.5% |
| All | +13,174.6% | +5,717.8% | +7,456.9% | +2,921.4% |
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 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