+632.3%
DIA vs TDG
+12,839.7%
-12,207.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.2% |
| 7D | -1.2% | -2.4% | +1.2% | -0.4% |
| 30D | -2.7% | -8.0% | +5.3% | 0.0% |
| 3M | +3.3% | -10.5% | +13.7% | +6.9% |
| 6M | +10.4% | -11.9% | +22.3% | +14.5% |
| YTD | +10.0% | -15.4% | +25.3% | +15.2% |
| 1Y | +16.2% | -14.2% | +30.4% | +20.9% |
| 3Y | +58.7% | +51.0% | +7.7% | +33.5% |
| 5Y | +63.6% | +126.5% | -62.9% | +17.5% |
| 10Y | +251.0% | +535.6% | -284.5% | +63.6% |
| All | +632.3% | +12,839.7% | -12,207.3% | +18.5% |
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