-8.1%
TDG vs CP
+31.6%
-39.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +1.7% | +2.1% | -0.5% | +1.3% |
| 30D | +9.7% | +9.3% | +0.4% | +7.9% |
| 3M | -2.3% | +0.5% | -2.8% | -2.5% |
| 6M | +1.3% | +10.4% | -9.1% | -0.8% |
| YTD | -8.5% | +28.7% | -37.2% | -10.8% |
| 1Y | -8.1% | +33.2% | -41.3% | -11.2% |
| All | -8.1% | +31.6% | -39.7% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling