+13,174.6%
TDG vs CP
+1,055.1%
+12,119.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.2% |
| 7D | -2.0% | -2.7% | +0.7% | -0.8% |
| 30D | -7.4% | +0.2% | -7.5% | -7.6% |
| 3M | -5.4% | +2.6% | -7.9% | -6.8% |
| 6M | -11.6% | +6.0% | -17.6% | -14.5% |
| YTD | -12.6% | +24.9% | -37.6% | -22.0% |
| 1Y | -9.3% | +20.1% | -29.5% | -17.8% |
| 3Y | +49.2% | +16.4% | +32.8% | +33.7% |
| 5Y | +132.1% | +31.7% | +100.4% | +93.6% |
| 10Y | +544.8% | +223.9% | +321.0% | +260.8% |
| All | +13,174.6% | +1,055.1% | +12,119.6% | +3,407.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling