+369.5%
ALAB vs TDG
+7.3%
+362.2%
-63.7%
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% | +1.8% |
| 7D | -6.2% | -1.9% | -4.3% | -5.4% |
| 30D | -8.7% | -7.7% | -0.9% | -5.3% |
| 3M | -20.7% | -9.3% | -11.4% | -17.3% |
| 6M | +133.5% | -9.4% | +142.9% | +141.9% |
| YTD | +75.1% | -14.3% | +89.3% | +84.2% |
| 1Y | +25.0% | -11.8% | +36.9% | +28.7% |
| All | +369.5% | +7.3% | +362.2% | +260.9% |
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