+604.5%
TDG vs CP
+257.3%
+347.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | +1.7% | +2.1% | -0.5% | +0.5% |
| 30D | +9.7% | +9.3% | +0.4% | +4.2% |
| 3M | -2.3% | +0.5% | -2.8% | -2.9% |
| 6M | +1.3% | +10.4% | -9.1% | -4.9% |
| YTD | -8.5% | +28.7% | -37.2% | -22.1% |
| 1Y | -8.1% | +33.2% | -41.3% | -23.4% |
| 3Y | +43.4% | +38.4% | +5.0% | +11.1% |
| 5Y | +127.8% | +26.2% | +101.6% | +82.8% |
| All | +604.5% | +257.3% | +347.1% | +217.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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