-10.9%
DOW vs TDG
+237.6%
-248.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.1% |
| 7D | -6.0% | -2.4% | -3.6% | -5.1% |
| 30D | -2.7% | -8.0% | +5.3% | +0.3% |
| 3M | -10.5% | -10.5% | 0.0% | -7.4% |
| 6M | -12.4% | -11.9% | -0.5% | -10.2% |
| YTD | +30.0% | -15.4% | +45.4% | +34.7% |
| 1Y | +27.8% | -14.2% | +42.0% | +31.3% |
| 3Y | -34.9% | +51.0% | -86.0% | -50.2% |
| 5Y | -35.9% | +126.5% | -162.3% | -60.5% |
| All | -10.9% | +237.6% | -248.6% | -48.5% |
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