+163.4%
B vs TDG
+125.6%
+37.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.5% |
| 7D | +1.0% | -2.4% | +3.5% | +1.5% |
| 30D | +9.5% | -8.0% | +17.5% | +11.2% |
| 3M | +14.3% | -10.5% | +24.8% | +16.7% |
| 6M | -1.9% | -11.9% | +10.0% | +0.3% |
| YTD | +4.1% | -15.4% | +19.4% | +6.8% |
| 1Y | +56.1% | -14.2% | +70.3% | +59.5% |
| 3Y | +202.0% | +51.0% | +151.0% | +163.9% |
| All | +163.4% | +125.6% | +37.7% | +103.1% |
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 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