+13,174.6%
TDG vs CMS
+820.9%
+12,353.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -2.0% | +0.4% | -2.4% | -2.2% |
| 30D | -7.4% | -3.6% | -3.8% | -5.7% |
| 3M | -5.4% | -1.9% | -3.5% | -4.7% |
| 6M | -11.6% | -11.0% | -0.7% | -6.7% |
| YTD | -12.6% | +0.2% | -12.8% | -13.3% |
| 1Y | -9.3% | -1.3% | -8.0% | -9.6% |
| 3Y | +49.2% | +35.9% | +13.2% | +23.5% |
| 5Y | +132.1% | +23.1% | +109.1% | +99.3% |
| 10Y | +544.8% | +117.9% | +426.9% | +289.5% |
| All | +13,174.6% | +820.9% | +12,353.7% | +2,969.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling