+52.6%
TDG vs CP
+21.1%
+31.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.3% |
| 7D | -0.9% | +2.4% | -3.3% | -1.4% |
| 30D | -6.5% | -0.5% | -6.0% | -6.4% |
| 3M | -5.1% | +1.4% | -6.5% | -5.5% |
| 6M | -11.5% | +10.3% | -21.9% | -13.5% |
| YTD | -13.9% | +24.3% | -38.2% | -17.8% |
| 1Y | -11.5% | +20.4% | -31.9% | -15.0% |
| All | +52.6% | +21.1% | +31.5% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling