+851.5%
DE vs TDG
+547.7%
+303.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.8% |
| 7D | -2.6% | -1.9% | -0.7% | -1.8% |
| 30D | +9.0% | -7.7% | +16.7% | +12.4% |
| 3M | +19.1% | -9.3% | +28.5% | +23.5% |
| 6M | +14.4% | -9.4% | +23.8% | +18.1% |
| YTD | +45.9% | -14.3% | +60.2% | +53.3% |
| 1Y | +43.6% | -11.8% | +55.4% | +48.6% |
| 3Y | +75.9% | +52.0% | +23.9% | +40.4% |
| 5Y | +98.8% | +128.8% | -30.1% | +30.2% |
| All | +851.5% | +547.7% | +303.8% | +309.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling