+555.9%
TDG vs CVE
+136.7%
+419.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | +0.4% | -10.1% | +10.5% | +2.8% |
| 30D | +10.0% | -12.1% | +22.1% | +12.9% |
| 3M | -0.5% | -1.9% | +1.3% | -0.9% |
| 6M | +0.3% | -1.8% | +2.2% | -1.0% |
| YTD | -8.3% | +65.8% | -74.1% | -21.7% |
| 1Y | -5.1% | +60.8% | -66.0% | -18.4% |
| 3Y | +46.5% | +70.1% | -23.6% | +20.5% |
| 5Y | +114.1% | +134.8% | -20.7% | +54.3% |
| 10Y | +555.9% | +130.1% | +425.8% | +215.1% |
| All | +555.9% | +136.7% | +419.3% | +215.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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