+13,574.0%
TDG vs CF
+5,108.7%
+8,465.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | +4.4% | -3.2% | +7.5% | +5.0% |
| 30D | +9.2% | +4.3% | +4.9% | +7.7% |
| 3M | -5.2% | +2.8% | -8.0% | -6.6% |
| 6M | -2.9% | +0.6% | -3.6% | -4.7% |
| YTD | -10.0% | +56.6% | -66.6% | -23.0% |
| 1Y | -5.9% | +49.6% | -55.5% | -18.6% |
| 3Y | +57.6% | +61.5% | -3.9% | +30.2% |
| 5Y | +116.5% | +124.0% | -7.4% | +56.0% |
| 10Y | +555.1% | +573.2% | -18.0% | +241.6% |
| All | +13,574.0% | +5,108.7% | +8,465.3% | +3,081.0% |
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