+126.5%
TDG vs CNH
+12.3%
+114.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.3% |
| 7D | -2.4% | +1.8% | -4.3% | -3.0% |
| 30D | -8.0% | +32.6% | -40.6% | -15.5% |
| 3M | -10.5% | +29.4% | -39.9% | -17.4% |
| 6M | -11.9% | +26.0% | -37.9% | -18.6% |
| YTD | -15.4% | +52.2% | -67.6% | -26.5% |
| 1Y | -14.2% | +23.9% | -38.1% | -20.9% |
| 3Y | +51.0% | +10.1% | +40.9% | +41.0% |
| 5Y | +126.5% | +13.2% | +113.3% | +106.4% |
| All | +126.5% | +12.3% | +114.2% | +106.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling