+126.5%
TDG vs CP
+30.0%
+96.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.3% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | -8.0% | -0.5% | -7.5% | -7.9% |
| 3M | -10.5% | +0.1% | -10.5% | -10.7% |
| 6M | -11.9% | +7.8% | -19.7% | -14.7% |
| YTD | -15.4% | +22.9% | -38.2% | -22.4% |
| 1Y | -14.2% | +21.3% | -35.5% | -21.1% |
| 3Y | +51.0% | +20.4% | +30.7% | +35.0% |
| 5Y | +126.5% | +34.9% | +91.5% | +87.8% |
| All | +126.5% | +30.0% | +96.5% | +87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling