+50.0%
TDG vs CNH
+9.4%
+40.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.0% |
| 7D | -2.4% | +1.8% | -4.3% | -2.7% |
| 30D | -8.0% | +32.6% | -40.6% | -12.3% |
| 3M | -10.5% | +29.4% | -39.9% | -14.4% |
| 6M | -11.9% | +26.0% | -37.9% | -15.7% |
| YTD | -15.4% | +52.2% | -67.6% | -21.4% |
| 1Y | -14.2% | +23.9% | -38.1% | -17.8% |
| All | +50.0% | +9.4% | +40.6% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling