+537.0%
TDG vs CPB
-45.3%
+582.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -1.9% | -1.8% | -0.1% | -1.8% |
| 30D | -7.7% | -7.1% | -0.6% | -7.4% |
| 3M | -9.3% | -6.0% | -3.3% | -9.2% |
| 6M | -9.4% | -5.3% | -4.1% | -9.3% |
| YTD | -14.3% | -20.8% | +6.6% | -13.6% |
| 1Y | -11.8% | -33.8% | +22.0% | -10.6% |
| 3Y | +52.0% | -43.7% | +95.7% | +54.4% |
| 5Y | +128.8% | -40.7% | +169.6% | +132.3% |
| All | +537.0% | -45.3% | +582.3% | +567.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling