+113.6%
C vs TDG
+125.9%
-12.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.6% |
| 7D | +4.2% | +1.7% | +2.5% | +3.3% |
| 30D | +2.0% | +9.7% | -7.7% | -2.5% |
| 3M | -10.1% | -2.3% | -7.8% | -9.3% |
| 6M | +1.0% | +1.3% | -0.3% | -0.4% |
| YTD | +8.5% | -8.5% | +16.9% | +11.5% |
| 1Y | +25.7% | -8.1% | +33.9% | +28.9% |
| 3Y | +216.0% | +43.4% | +172.6% | +152.9% |
| All | +113.6% | +125.9% | -12.2% | +29.9% |
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