+200.8%
EFA vs TDG
+12,853.5%
-12,652.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | -2.4% | -2.7% | +0.3% | -1.4% |
| 30D | -2.2% | -9.3% | +7.0% | +1.2% |
| 3M | +5.7% | -7.1% | +12.7% | +8.1% |
| 6M | +8.2% | -11.2% | +19.3% | +12.1% |
| YTD | +11.8% | -15.3% | +27.0% | +17.4% |
| 1Y | +18.3% | -12.5% | +30.8% | +22.5% |
| 3Y | +64.9% | +51.2% | +13.7% | +36.3% |
| 5Y | +52.4% | +126.1% | -73.7% | +6.4% |
| 10Y | +142.4% | +536.2% | -393.9% | -0.1% |
| All | +200.8% | +12,853.5% | -12,652.7% | -65.7% |
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