+2,447.5%
DE vs TDG
+12,853.5%
-10,405.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.4% | -2.7% | +0.3% | -1.2% |
| 30D | +9.7% | -9.3% | +19.0% | +14.5% |
| 3M | +21.4% | -7.1% | +28.4% | +25.0% |
| 6M | +15.0% | -11.2% | +26.2% | +20.3% |
| YTD | +46.4% | -15.3% | +61.7% | +55.7% |
| 1Y | +45.6% | -12.5% | +58.1% | +51.9% |
| 3Y | +76.8% | +51.2% | +25.6% | +37.9% |
| 5Y | +99.4% | +126.1% | -26.7% | +25.3% |
| 10Y | +864.6% | +536.2% | +328.3% | +226.5% |
| All | +2,447.5% | +12,853.5% | -10,405.9% | +77.4% |
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