+52.0%
TDG vs CPAY
+49.1%
+2.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.9% | -2.0% | +0.1% | -1.4% |
| 30D | -7.7% | -0.4% | -7.3% | -7.7% |
| 3M | -9.3% | +16.4% | -25.7% | -12.9% |
| 6M | -9.4% | +23.5% | -32.9% | -14.4% |
| YTD | -14.3% | +35.7% | -49.9% | -21.5% |
| 1Y | -11.8% | +30.2% | -42.0% | -18.5% |
| 3Y | +52.0% | +49.7% | +2.2% | +39.0% |
| All | +52.0% | +49.1% | +2.9% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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