+632.4%
GEV vs TDG
+4.3%
+628.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +2.9% |
| 7D | +1.6% | -1.9% | +3.5% | +2.8% |
| 30D | -7.9% | -7.7% | -0.2% | -3.5% |
| 3M | +5.6% | -9.3% | +14.9% | +11.7% |
| 6M | +13.1% | -9.4% | +22.4% | +18.5% |
| YTD | +46.7% | -14.3% | +61.0% | +57.4% |
| 1Y | +51.3% | -11.8% | +63.1% | +57.9% |
| All | +632.4% | +4.3% | +628.1% | +533.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling