+97.0%
B vs TDG
+13,892.6%
-13,795.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -0.8% |
| 7D | -7.3% | +1.7% | -9.0% | -7.6% |
| 30D | -3.3% | +9.7% | -13.0% | -4.8% |
| 3M | -7.8% | -2.3% | -5.4% | -7.5% |
| 6M | -15.5% | +1.3% | -16.9% | -15.9% |
| 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% | +147.4% |
| 5Y | +107.0% | +127.8% | -20.7% | +77.6% |
| 10Y | +210.6% | +554.4% | -343.8% | +105.0% |
| All | +97.0% | +13,892.6% | -13,795.6% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling