-58.6%
C vs TDG
+13,892.6%
-13,951.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.8% |
| 7D | +4.2% | +1.7% | +2.5% | +3.0% |
| 30D | +2.0% | +9.7% | -7.7% | -4.1% |
| 3M | -10.1% | -2.3% | -7.8% | -9.1% |
| 6M | +1.0% | +1.3% | -0.3% | -1.0% |
| YTD | +8.5% | -8.5% | +16.9% | +12.4% |
| 1Y | +25.7% | -8.1% | +33.9% | +29.8% |
| 3Y | +216.0% | +43.4% | +172.6% | +136.4% |
| 5Y | +112.3% | +127.8% | -15.5% | +12.5% |
| 10Y | +217.8% | +554.4% | -336.6% | -27.3% |
| All | -58.6% | +13,892.6% | -13,951.3% | -98.9% |
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 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