+99.6%
DE vs TDG
+126.1%
-26.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | -2.6% | -1.9% | -0.7% | -2.0% |
| 30D | +9.0% | -7.7% | +16.7% | +11.9% |
| 3M | +19.1% | -9.3% | +28.5% | +22.9% |
| 6M | +14.4% | -9.4% | +23.8% | +17.5% |
| YTD | +45.9% | -14.3% | +60.2% | +52.1% |
| 1Y | +43.6% | -11.8% | +55.4% | +47.8% |
| 3Y | +75.9% | +52.0% | +23.9% | +39.2% |
| All | +99.6% | +126.1% | -26.5% | +26.9% |
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