+2,361.3%
EW vs TDG
+13,063.4%
-10,702.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.1% | -3.1% |
| 7D | -4.4% | -0.9% | -3.5% | -4.1% |
| 30D | -3.3% | -6.5% | +3.2% | -1.3% |
| 3M | +1.0% | -5.1% | +6.1% | +2.4% |
| 6M | +6.2% | -11.5% | +17.8% | +9.7% |
| YTD | +1.7% | -13.9% | +15.6% | +5.7% |
| 1Y | +8.1% | -11.5% | +19.6% | +11.2% |
| 3Y | +17.1% | +53.7% | -36.6% | -0.2% |
| 5Y | -29.4% | +135.5% | -164.9% | -48.0% |
| 10Y | +121.7% | +535.2% | -413.4% | +14.4% |
| All | +2,361.3% | +13,063.4% | -10,702.1% | +519.2% |
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