+52.4%
GEV vs TDG
-5.9%
+58.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.7% | -10.0% | -9.5% |
| 7D | -5.1% | +7.1% | -12.2% | -6.7% |
| 30D | -15.8% | +11.4% | -27.2% | -18.1% |
| 3M | -18.2% | -4.6% | -13.6% | -17.7% |
| 6M | -22.4% | +5.8% | -28.2% | -22.5% |
| YTD | +27.7% | -8.5% | +36.2% | +26.4% |
| 1Y | +52.4% | -5.8% | +58.2% | +52.8% |
| All | +52.4% | -5.9% | +58.2% | +52.8% |
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