+215.5%
F vs TDG
+13,892.6%
-13,677.1%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.5% |
| 7D | -3.1% | +1.7% | -4.8% | -3.9% |
| 30D | 0.0% | +9.7% | -9.7% | -4.6% |
| 3M | -13.2% | -2.3% | -10.9% | -12.2% |
| 6M | -10.2% | +1.3% | -11.5% | -11.4% |
| YTD | -4.9% | -8.5% | +3.5% | -2.0% |
| 1Y | -6.1% | -8.1% | +2.0% | -3.4% |
| 3Y | +46.0% | +43.4% | +2.6% | +15.1% |
| 5Y | -15.7% | +127.8% | -143.5% | -48.5% |
| 10Y | +64.3% | +554.4% | -490.1% | -48.3% |
| All | +215.5% | +13,892.6% | -13,677.1% | -80.6% |
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