-54.3%
C vs TDG
+13,257.8%
-13,312.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +3.6% | -2.0% | +5.6% | +5.0% |
| 30D | +0.1% | -7.4% | +7.4% | +4.9% |
| 3M | +2.4% | -5.4% | +7.8% | +5.4% |
| 6M | +24.9% | -11.6% | +36.6% | +33.6% |
| YTD | +19.8% | -12.6% | +32.4% | +28.2% |
| 1Y | +44.9% | -9.3% | +54.2% | +50.6% |
| 3Y | +263.0% | +49.2% | +213.8% | +163.6% |
| 5Y | +129.5% | +132.1% | -2.6% | +19.5% |
| 10Y | +291.6% | +544.8% | -253.2% | -9.8% |
| All | -54.3% | +13,257.8% | -13,312.1% | -98.7% |
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