+907.8%
TDG vs CFG
+396.4%
+511.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -2.0% | +1.5% | -3.6% | -2.7% |
| 30D | -7.4% | -3.8% | -3.6% | -5.8% |
| 3M | -5.4% | +11.5% | -16.9% | -10.2% |
| 6M | -11.6% | +19.2% | -30.8% | -18.8% |
| YTD | -12.6% | +23.7% | -36.3% | -21.5% |
| 1Y | -9.3% | +38.8% | -48.2% | -23.2% |
| 3Y | +49.2% | +178.9% | -129.7% | -14.1% |
| 5Y | +132.1% | +101.8% | +30.4% | +50.9% |
| 10Y | +544.8% | +317.3% | +227.6% | +169.0% |
| All | +907.8% | +396.4% | +511.5% | +300.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling