-7.3%
F vs TDG
-6.0%
-1.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -1.5% |
| 7D | -3.9% | +1.2% | -5.0% | -4.3% |
| 30D | -0.5% | +8.1% | -8.6% | -3.3% |
| 3M | -12.9% | -2.6% | -10.3% | -12.3% |
| 6M | +1.5% | +1.0% | +0.5% | +0.3% |
| YTD | -5.0% | -9.5% | +4.5% | -6.9% |
| 1Y | -7.3% | -8.0% | +0.7% | -9.9% |
| All | -7.3% | -6.0% | -1.4% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling