+529.5%
TDG vs CP
+230.5%
+298.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.9% |
| 7D | -2.7% | -2.7% | 0.0% | -1.2% |
| 30D | -9.3% | -3.4% | -5.9% | -7.6% |
| 3M | -7.1% | -0.6% | -6.4% | -7.2% |
| 6M | -11.2% | +6.3% | -17.5% | -14.8% |
| YTD | -15.3% | +21.2% | -36.4% | -25.1% |
| 1Y | -12.5% | +20.0% | -32.5% | -22.5% |
| 3Y | +51.2% | +18.7% | +32.5% | +29.1% |
| 5Y | +126.1% | +34.8% | +91.4% | +72.2% |
| All | +529.5% | +230.5% | +298.9% | +197.6% |
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