+238.0%
GM vs TDG
+3,821.8%
-3,583.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.2% |
| 7D | -2.4% | -1.9% | -0.6% | -1.5% |
| 30D | -1.1% | -7.7% | +6.6% | +2.9% |
| 3M | +6.1% | -9.3% | +15.4% | +11.1% |
| 6M | +15.0% | -9.4% | +24.3% | +19.9% |
| YTD | +6.0% | -14.3% | +20.2% | +12.8% |
| 1Y | +47.1% | -11.8% | +58.9% | +53.8% |
| 3Y | +170.5% | +52.0% | +118.5% | +105.1% |
| 5Y | +80.5% | +128.8% | -48.3% | +9.0% |
| 10Y | +238.7% | +543.8% | -305.1% | +19.7% |
| All | +238.0% | +3,821.8% | -3,583.8% | -59.2% |
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