+53.7%
TDG vs CMS
+35.3%
+18.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.5% |
| 7D | -0.9% | +1.2% | -2.1% | -1.1% |
| 30D | -6.5% | -3.2% | -3.4% | -6.0% |
| 3M | -5.1% | -2.2% | -2.9% | -4.7% |
| 6M | -11.5% | -9.4% | -2.1% | -10.0% |
| YTD | -13.9% | +0.7% | -14.6% | -14.1% |
| 1Y | -11.5% | +0.4% | -11.8% | -11.7% |
| 3Y | +53.7% | +35.2% | +18.5% | +47.0% |
| All | +53.7% | +35.3% | +18.3% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling