+134.5%
B vs TDG
+13,257.8%
-13,123.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -1.6% | -2.0% | +0.4% | -1.3% |
| 30D | +9.4% | -7.4% | +16.8% | +10.7% |
| 3M | +5.0% | -5.4% | +10.4% | +5.7% |
| 6M | -3.5% | -11.6% | +8.1% | -1.8% |
| YTD | +4.5% | -12.6% | +17.1% | +6.3% |
| 1Y | +67.8% | -9.3% | +77.1% | +69.5% |
| 3Y | +196.7% | +49.2% | +147.5% | +174.5% |
| 5Y | +151.9% | +132.1% | +19.8% | +115.5% |
| 10Y | +202.2% | +544.8% | -342.7% | +99.7% |
| All | +134.5% | +13,257.8% | -13,123.2% | -30.1% |
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 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