+105.5%
B vs TDG
+125.9%
-20.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -0.9% |
| 7D | -7.3% | +1.7% | -9.0% | -7.6% |
| 30D | -3.3% | +9.7% | -13.0% | -5.2% |
| 3M | -7.8% | -2.3% | -5.4% | -7.4% |
| 6M | -15.5% | +1.3% | -16.9% | -16.0% |
| YTD | -12.3% | -8.5% | -3.8% | -11.4% |
| 1Y | +5.4% | -8.1% | +13.5% | +6.3% |
| 3Y | +165.5% | +43.4% | +122.1% | +135.4% |
| All | +105.5% | +125.9% | -20.3% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling