+49.5%
EQT vs TDG
+540.0%
-490.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.2% | -2.7% | +1.5% | -0.7% |
| 30D | +1.1% | -9.3% | +10.4% | +3.0% |
| 3M | +4.8% | -7.1% | +11.8% | +6.0% |
| 6M | -10.6% | -11.2% | +0.6% | -9.1% |
| YTD | +3.4% | -15.3% | +18.7% | +5.9% |
| 1Y | +8.7% | -12.5% | +21.1% | +10.3% |
| 3Y | +35.0% | +51.2% | -16.2% | +22.0% |
| 5Y | +204.2% | +126.1% | +78.1% | +154.0% |
| All | +49.5% | +540.0% | -490.5% | -4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling