+537.0%
TDG vs CNH
+158.6%
+378.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.9% |
| 7D | -1.9% | -5.7% | +3.8% | +0.4% |
| 30D | -7.7% | +26.6% | -34.3% | -17.2% |
| 3M | -9.3% | +31.1% | -40.4% | -20.4% |
| 6M | -9.4% | +24.9% | -34.3% | -19.6% |
| YTD | -14.3% | +48.7% | -63.0% | -30.1% |
| 1Y | -11.8% | +22.2% | -34.0% | -22.1% |
| 3Y | +52.0% | +7.4% | +44.5% | +34.4% |
| 5Y | +128.8% | +10.8% | +118.0% | +90.2% |
| All | +537.0% | +158.6% | +378.4% | +225.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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