+136.7%
EXC vs TDG
+13,257.8%
-13,121.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.2% |
| 7D | +0.3% | -2.0% | +2.3% | +0.8% |
| 30D | -3.7% | -7.4% | +3.7% | -1.7% |
| 3M | -1.3% | -5.4% | +4.1% | -0.1% |
| 6M | -9.7% | -11.6% | +1.9% | -7.2% |
| YTD | +2.9% | -12.6% | +15.5% | +5.7% |
| 1Y | +4.4% | -9.3% | +13.7% | +5.8% |
| 3Y | +22.2% | +49.2% | -27.0% | +4.6% |
| 5Y | +46.7% | +132.1% | -85.4% | +7.6% |
| 10Y | +155.3% | +544.8% | -389.5% | +29.7% |
| All | +136.7% | +13,257.8% | -13,121.0% | -55.7% |
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 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