+46.6%
EXC vs TDG
+125.6%
-79.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | +0.3% | -2.4% | +2.8% | +0.7% |
| 30D | -0.9% | -8.0% | +7.1% | +0.5% |
| 3M | -2.7% | -10.5% | +7.8% | -1.1% |
| 6M | -9.4% | -11.9% | +2.5% | -7.8% |
| YTD | +3.0% | -15.4% | +18.4% | +5.3% |
| 1Y | +5.1% | -14.2% | +19.3% | +7.1% |
| 3Y | +20.6% | +51.0% | -30.4% | +4.3% |
| All | +46.6% | +125.6% | -79.0% | +9.4% |
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