+537.0%
TDG vs CNP
+137.0%
+400.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.9% | -1.4% | -0.5% | -1.1% |
| 30D | -7.7% | -2.9% | -4.8% | -6.3% |
| 3M | -9.3% | -7.5% | -1.8% | -5.8% |
| 6M | -9.4% | -7.9% | -1.5% | -5.9% |
| YTD | -14.3% | +3.7% | -18.0% | -16.8% |
| 1Y | -11.8% | +4.6% | -16.4% | -15.0% |
| 3Y | +52.0% | +49.1% | +2.8% | +17.5% |
| 5Y | +128.8% | +69.2% | +59.6% | +62.7% |
| All | +537.0% | +137.0% | +400.0% | +261.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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