+13,174.6%
TDG vs CPB
+26.9%
+13,147.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +1.0% |
| 7D | -2.0% | -8.6% | +6.6% | -0.4% |
| 30D | -7.4% | -7.2% | -0.1% | -6.2% |
| 3M | -5.4% | +0.9% | -6.3% | -6.0% |
| 6M | -11.6% | -11.8% | +0.2% | -9.9% |
| YTD | -12.6% | -19.4% | +6.8% | -9.5% |
| 1Y | -9.3% | -30.4% | +21.0% | -3.5% |
| 3Y | +49.2% | -40.2% | +89.3% | +61.1% |
| 5Y | +132.1% | -39.5% | +171.7% | +146.6% |
| 10Y | +544.8% | -47.4% | +592.2% | +581.8% |
| All | +13,174.6% | +26.9% | +13,147.7% | +8,733.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling