+86.4%
F vs TDG
+547.7%
-461.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.5% | +0.1% |
| 7D | -4.4% | -1.9% | -2.6% | -3.6% |
| 30D | +1.0% | -7.7% | +8.7% | +4.8% |
| 3M | -4.0% | -9.3% | +5.3% | 0.0% |
| 6M | +18.1% | -9.4% | +27.5% | +22.8% |
| YTD | +10.2% | -14.3% | +24.4% | +16.8% |
| 1Y | +24.3% | -11.8% | +36.2% | +29.8% |
| 3Y | +38.1% | +52.0% | -13.9% | +7.4% |
| 5Y | +50.2% | +128.8% | -78.6% | -4.7% |
| All | +86.4% | +547.7% | -461.2% | -10.1% |
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