+50.2%
TDG vs CG
+44.6%
+5.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.7% |
| 7D | -2.7% | -9.8% | +7.1% | -0.2% |
| 30D | -9.3% | -10.3% | +1.0% | -6.9% |
| 3M | -7.1% | -1.7% | -5.4% | -6.9% |
| 6M | -11.2% | -9.8% | -1.3% | -9.2% |
| YTD | -15.3% | -25.6% | +10.3% | -9.8% |
| 1Y | -12.5% | -32.5% | +20.1% | -4.9% |
| All | +50.2% | +44.6% | +5.6% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling