+117.8%
EW vs TDG
+547.7%
-429.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.0% | -3.2% |
| 7D | -6.2% | -1.9% | -4.3% | -5.6% |
| 30D | -9.3% | -7.7% | -1.6% | -6.9% |
| 3M | -1.6% | -9.3% | +7.7% | +1.4% |
| 6M | -0.8% | -9.4% | +8.5% | +1.8% |
| YTD | -1.0% | -14.3% | +13.2% | +3.3% |
| 1Y | +8.2% | -11.8% | +20.0% | +11.5% |
| 3Y | +12.7% | +52.0% | -39.3% | -5.5% |
| 5Y | -30.2% | +128.8% | -159.0% | -50.0% |
| All | +117.8% | +547.7% | -429.9% | +8.9% |
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 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