+953.3%
ASX vs TDG
+547.7%
+405.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.4% |
| 7D | +5.2% | -1.9% | +7.1% | +5.9% |
| 30D | +0.5% | -7.7% | +8.2% | +3.4% |
| 3M | +8.3% | -9.3% | +17.7% | +12.1% |
| 6M | +82.0% | -9.4% | +91.4% | +87.7% |
| YTD | +147.6% | -14.3% | +161.9% | +160.0% |
| 1Y | +258.8% | -11.8% | +270.7% | +271.0% |
| 3Y | +452.1% | +52.0% | +400.1% | +356.9% |
| 5Y | +441.7% | +128.8% | +312.9% | +283.4% |
| All | +953.3% | +547.7% | +405.6% | +446.3% |
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