+1,415.1%
TDG vs CNH
+55.5%
+1,359.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.1% | +0.6% |
| 7D | -0.9% | +8.8% | -9.7% | -4.3% |
| 30D | -6.5% | +24.7% | -31.2% | -14.7% |
| 3M | -5.1% | +27.3% | -32.4% | -14.5% |
| 6M | -11.5% | +23.2% | -34.7% | -19.9% |
| YTD | -13.9% | +48.9% | -62.8% | -28.1% |
| 1Y | -11.5% | +19.4% | -30.9% | -19.9% |
| 3Y | +53.7% | +7.8% | +45.9% | +38.0% |
| 5Y | +135.5% | +8.7% | +126.8% | +104.3% |
| 10Y | +535.2% | +149.5% | +385.6% | +281.8% |
| All | +1,415.1% | +55.5% | +1,359.6% | +825.3% |
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