+537.0%
TDG vs CG
+314.7%
+222.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.9% |
| 7D | -1.9% | -9.9% | +8.0% | +2.7% |
| 30D | -7.7% | -11.7% | +4.0% | -2.8% |
| 3M | -9.3% | -4.3% | -5.0% | -8.2% |
| 6M | -9.4% | -8.8% | -0.6% | -6.6% |
| YTD | -14.3% | -26.9% | +12.6% | -3.4% |
| 1Y | -11.8% | -35.4% | +23.6% | +4.2% |
| 3Y | +52.0% | +43.0% | +8.9% | +12.4% |
| 5Y | +128.8% | +1.9% | +126.9% | +90.5% |
| All | +537.0% | +314.7% | +222.2% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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