-28.2%
EW vs TDG
+125.9%
-154.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -3.4% | -2.7% | -0.7% | -2.4% |
| 30D | -7.4% | -9.3% | +1.9% | -4.1% |
| 3M | +0.9% | -7.1% | +8.0% | +3.3% |
| 6M | +1.2% | -11.2% | +12.3% | +4.8% |
| YTD | +1.8% | -15.3% | +17.0% | +7.0% |
| 1Y | +10.8% | -12.5% | +23.3% | +14.7% |
| 3Y | +17.1% | +51.2% | -34.1% | -6.7% |
| 5Y | -28.2% | +126.1% | -154.4% | -53.7% |
| All | -28.2% | +125.9% | -154.1% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling