+216.0%
C vs TDG
+43.8%
+172.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | +4.2% | +1.7% | +2.5% | +3.4% |
| 30D | +2.0% | +9.7% | -7.7% | -2.1% |
| 3M | -10.1% | -2.3% | -7.8% | -9.3% |
| 6M | +1.0% | +1.3% | -0.3% | -0.3% |
| YTD | +8.5% | -8.5% | +16.9% | +10.9% |
| 1Y | +25.7% | -8.1% | +33.9% | +28.2% |
| 3Y | +216.0% | +43.4% | +172.6% | +179.5% |
| All | +216.0% | +43.8% | +172.1% | +179.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling