+606.9%
GEV vs TDG
+3.1%
+603.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -1.9% | -2.7% | +0.8% | -0.3% |
| 30D | -8.7% | -9.3% | +0.6% | -3.3% |
| 3M | +6.6% | -7.1% | +13.7% | +11.0% |
| 6M | +10.2% | -11.2% | +21.4% | +16.9% |
| YTD | +41.6% | -15.3% | +56.9% | +53.0% |
| 1Y | +43.9% | -12.5% | +56.4% | +50.6% |
| All | +606.9% | +3.1% | +603.8% | +515.1% |
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 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