+67.2%
F vs TDG
+544.0%
-476.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -1.3% |
| 7D | -3.9% | +1.2% | -5.0% | -4.4% |
| 30D | -0.5% | +8.1% | -8.6% | -4.0% |
| 3M | -12.9% | -2.6% | -10.3% | -11.9% |
| 6M | +1.5% | +1.0% | +0.5% | +0.5% |
| YTD | -5.0% | -9.5% | +4.5% | -1.8% |
| 1Y | -7.3% | -8.0% | +0.7% | -5.0% |
| 3Y | +45.3% | +41.8% | +3.5% | +17.4% |
| 5Y | -15.8% | +125.1% | -140.9% | -46.2% |
| All | +67.2% | +544.0% | -476.8% | -21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling