+150.9%
EXC vs TDG
+13,892.6%
-13,741.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.0% |
| 7D | +1.4% | +1.7% | -0.3% | +0.9% |
| 30D | +8.6% | +9.7% | -1.1% | +5.7% |
| 3M | +2.4% | -2.3% | +4.7% | +2.8% |
| 6M | +6.5% | +1.3% | +5.1% | +5.5% |
| YTD | +9.0% | -8.5% | +17.5% | +10.4% |
| 1Y | +4.6% | -8.1% | +12.7% | +5.7% |
| 3Y | +33.5% | +43.4% | -9.9% | +15.8% |
| 5Y | +41.4% | +127.8% | -86.4% | +4.5% |
| 10Y | +204.3% | +554.4% | -350.1% | +53.8% |
| All | +150.9% | +13,892.6% | -13,741.7% | -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 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