+197.1%
ABT vs TDG
+547.7%
-350.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.6% |
| 7D | -5.9% | -1.9% | -4.0% | -5.5% |
| 30D | -8.1% | -7.7% | -0.4% | -6.6% |
| 3M | +14.5% | -9.3% | +23.9% | +16.7% |
| 6M | -6.3% | -9.4% | +3.1% | -4.7% |
| YTD | -17.1% | -14.3% | -2.9% | -14.9% |
| 1Y | -21.4% | -11.8% | -9.5% | -19.7% |
| 3Y | +5.9% | +52.0% | -46.0% | -4.3% |
| 5Y | -12.8% | +128.8% | -141.6% | -28.2% |
| All | +197.1% | +547.7% | -350.5% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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