+529.5%
TDG vs CFG
+311.8%
+217.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -2.7% | -1.7% | -1.0% | -1.9% |
| 30D | -9.3% | -4.6% | -4.7% | -7.2% |
| 3M | -7.1% | +7.9% | -14.9% | -10.7% |
| 6M | -11.2% | +19.9% | -31.0% | -18.8% |
| YTD | -15.3% | +21.7% | -37.0% | -23.6% |
| 1Y | -12.5% | +38.4% | -50.9% | -26.4% |
| 3Y | +51.2% | +187.0% | -135.8% | -16.9% |
| 5Y | +126.1% | +99.5% | +26.6% | +44.1% |
| All | +529.5% | +311.8% | +217.6% | +168.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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