-44.0%
ACHR vs TDG
+129.3%
-173.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +1.7% |
| 7D | -2.3% | -1.9% | -0.4% | -1.1% |
| 30D | -11.3% | -7.7% | -3.6% | -6.9% |
| 3M | +5.3% | -9.3% | +14.6% | +11.3% |
| 6M | -13.2% | -9.4% | -3.8% | -8.8% |
| YTD | -25.8% | -14.3% | -11.5% | -19.9% |
| 1Y | -34.3% | -11.8% | -22.4% | -30.5% |
| 3Y | -19.9% | +52.0% | -71.9% | -42.4% |
| 5Y | -42.7% | +128.8% | -171.5% | -67.3% |
| All | -44.0% | +129.3% | -173.3% | -68.4% |
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