+604.5%
TDG vs CMS
+140.2%
+464.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.5% |
| 7D | +1.7% | +1.7% | 0.0% | +1.0% |
| 30D | +9.7% | +6.2% | +3.5% | +7.0% |
| 3M | -2.3% | +0.6% | -3.0% | -2.6% |
| 6M | +1.3% | -1.8% | +3.1% | +1.8% |
| YTD | -8.5% | +3.8% | -12.3% | -10.4% |
| 1Y | -8.1% | -1.8% | -6.4% | -8.0% |
| 3Y | +43.4% | +39.8% | +3.6% | +21.2% |
| 5Y | +127.8% | +37.1% | +90.7% | +91.4% |
| All | +604.5% | +140.2% | +464.2% | +432.2% |
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