+145.8%
GOOG vs TDG
+52.1%
+93.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.2% |
| 7D | 0.0% | -1.9% | +1.9% | +0.6% |
| 30D | -2.0% | -7.7% | +5.7% | +0.1% |
| 3M | -5.9% | -9.3% | +3.5% | -3.4% |
| 6M | +8.9% | -9.4% | +18.3% | +11.3% |
| YTD | +7.1% | -14.3% | +21.4% | +10.6% |
| 1Y | +39.7% | -11.8% | +51.5% | +42.7% |
| 3Y | +145.8% | +52.0% | +93.9% | +109.0% |
| All | +145.8% | +52.1% | +93.7% | +109.0% |
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