+2.9%
EXC vs TDG
-11.6%
+14.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.5% |
| 7D | -1.1% | -1.9% | +0.8% | -1.1% |
| 30D | -3.6% | -7.7% | +4.1% | -3.5% |
| 3M | -4.3% | -9.3% | +5.1% | -4.1% |
| 6M | -9.9% | -9.4% | -0.6% | -9.6% |
| YTD | +1.8% | -14.3% | +16.0% | +1.9% |
| 1Y | +2.9% | -11.8% | +14.7% | +3.0% |
| All | +2.9% | -11.6% | +14.4% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling