+535.2%
TDG vs CVE
+170.0%
+365.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -2.0% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | -6.5% | +17.5% | -24.0% | -10.2% |
| 3M | -5.1% | +16.2% | -21.3% | -9.1% |
| 6M | -11.5% | +47.8% | -59.3% | -20.9% |
| YTD | -13.9% | +98.5% | -112.4% | -29.0% |
| 1Y | -11.5% | +109.8% | -121.2% | -28.3% |
| 3Y | +53.7% | +75.5% | -21.8% | +26.7% |
| 5Y | +135.5% | +341.6% | -206.1% | +44.2% |
| 10Y | +535.2% | +159.8% | +375.4% | +202.6% |
| All | +535.2% | +170.0% | +365.1% | +202.6% |
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