+651.5%
ADI vs TDG
+547.7%
+103.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.2% | +3.7% | +4.3% |
| 7D | +4.6% | -1.9% | +6.4% | +5.4% |
| 30D | -1.2% | -7.7% | +6.5% | +2.2% |
| 3M | -7.8% | -9.3% | +1.5% | -4.3% |
| 6M | +19.3% | -9.4% | +28.7% | +23.3% |
| YTD | +40.9% | -14.3% | +55.2% | +48.5% |
| 1Y | +54.5% | -11.8% | +66.3% | +60.4% |
| 3Y | +123.4% | +52.0% | +71.5% | +80.8% |
| 5Y | +142.3% | +128.8% | +13.5% | +63.4% |
| All | +651.5% | +547.7% | +103.8% | +240.8% |
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