+755.6%
GOOGL vs TDG
+547.7%
+207.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.4% |
| 7D | 0.0% | -1.9% | +1.9% | +0.6% |
| 30D | -1.4% | -7.7% | +6.3% | +1.2% |
| 3M | -5.3% | -9.3% | +4.0% | -2.4% |
| 6M | +9.8% | -9.4% | +19.2% | +13.0% |
| YTD | +8.4% | -14.3% | +22.6% | +13.2% |
| 1Y | +41.2% | -11.8% | +53.0% | +45.6% |
| 3Y | +149.6% | +52.0% | +97.6% | +109.4% |
| 5Y | +142.6% | +128.8% | +13.7% | +75.2% |
| All | +755.6% | +547.7% | +207.9% | +341.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling