+537.0%
TDG vs CMS
+118.9%
+418.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | -1.9% | -1.9% | 0.0% | -1.1% |
| 30D | -7.7% | -4.1% | -3.6% | -6.1% |
| 3M | -9.3% | -7.1% | -2.2% | -6.7% |
| 6M | -9.4% | -10.1% | +0.7% | -5.6% |
| YTD | -14.3% | -1.7% | -12.5% | -14.1% |
| 1Y | -11.8% | -3.4% | -8.4% | -11.2% |
| 3Y | +52.0% | +31.6% | +20.4% | +31.6% |
| 5Y | +128.8% | +23.3% | +105.5% | +101.4% |
| All | +537.0% | +118.9% | +418.1% | +376.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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