+1,961.4%
TDG vs CG
+341.4%
+1,620.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.6% |
| 7D | -0.9% | -1.3% | +0.3% | -0.5% |
| 30D | -6.5% | -3.2% | -3.4% | -5.6% |
| 3M | -5.1% | +6.2% | -11.3% | -7.7% |
| 6M | -11.5% | -4.7% | -6.9% | -10.6% |
| YTD | -13.9% | -20.6% | +6.7% | -7.4% |
| 1Y | -11.5% | -26.4% | +14.9% | -2.8% |
| 3Y | +53.7% | +55.4% | -1.7% | +17.4% |
| 5Y | +135.5% | +9.8% | +125.7% | +99.0% |
| 10Y | +535.2% | +341.4% | +193.8% | +237.4% |
| All | +1,961.4% | +341.4% | +1,620.0% | +947.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling