+3,847.4%
ANET vs TDG
+547.7%
+3,299.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.2% | +4.4% | +5.2% |
| 7D | +3.0% | -1.9% | +4.9% | +3.7% |
| 30D | -5.2% | -7.7% | +2.5% | -2.4% |
| 3M | +27.6% | -9.3% | +36.9% | +31.8% |
| 6M | +44.4% | -9.4% | +53.8% | +47.8% |
| YTD | +52.3% | -14.3% | +66.6% | +58.4% |
| 1Y | +30.4% | -11.8% | +42.2% | +33.9% |
| 3Y | +313.3% | +52.0% | +261.3% | +245.4% |
| 5Y | +810.0% | +128.8% | +681.2% | +556.5% |
| All | +3,847.4% | +547.7% | +3,299.7% | +1,852.1% |
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