+57.9%
DLR vs TDG
+52.1%
+5.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | +0.1% | -1.9% | +2.0% | +0.6% |
| 30D | -4.3% | -7.7% | +3.4% | -2.3% |
| 3M | +3.8% | -9.3% | +13.2% | +6.2% |
| 6M | +5.8% | -9.4% | +15.2% | +7.9% |
| YTD | +23.5% | -14.3% | +37.8% | +27.4% |
| 1Y | +11.1% | -11.8% | +22.9% | +13.4% |
| 3Y | +57.9% | +52.0% | +5.9% | +26.9% |
| All | +57.9% | +52.1% | +5.8% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling