+1,510.6%
TDG vs CNH
+36.2%
+1,474.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +1.7% | +3.0% | -1.3% | +0.3% |
| 30D | +9.7% | -0.6% | +10.3% | +9.4% |
| 3M | -2.3% | +14.6% | -17.0% | -8.9% |
| 6M | +1.3% | +11.8% | -10.4% | -5.5% |
| YTD | -8.5% | +30.4% | -38.9% | -20.5% |
| 1Y | -8.1% | +19.1% | -27.2% | -17.6% |
| 3Y | +43.4% | +30.2% | +13.2% | +17.0% |
| 5Y | +127.8% | -17.8% | +145.6% | +120.3% |
| 10Y | +554.4% | +103.9% | +450.5% | +315.2% |
| All | +1,510.6% | +36.2% | +1,474.4% | +923.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling