+12,981.4%
TDG vs CNP
+589.5%
+12,392.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -2.0% |
| 7D | -0.9% | +1.6% | -2.6% | -1.7% |
| 30D | -6.5% | -0.8% | -5.8% | -6.3% |
| 3M | -5.1% | -3.6% | -1.5% | -3.6% |
| 6M | -11.5% | -6.9% | -4.6% | -8.8% |
| YTD | -13.9% | +6.4% | -20.3% | -17.3% |
| 1Y | -11.5% | +9.9% | -21.4% | -16.5% |
| 3Y | +53.7% | +53.1% | +0.6% | +19.8% |
| 5Y | +135.5% | +72.0% | +63.6% | +71.7% |
| 10Y | +535.2% | +131.5% | +403.7% | +277.7% |
| All | +12,981.4% | +589.5% | +12,392.0% | +4,746.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling