+9.0%
HCA vs TDG
-5.9%
+14.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.7% | +9.6% | +10.1% |
| 7D | +10.2% | +7.1% | +3.2% | +8.0% |
| 30D | +17.4% | +11.4% | +6.1% | +13.6% |
| 3M | +27.7% | -4.6% | +32.2% | +29.6% |
| 6M | +20.0% | +5.8% | +14.2% | +19.0% |
| YTD | +10.0% | -8.5% | +18.5% | +7.8% |
| 1Y | +9.0% | -5.8% | +14.8% | +4.8% |
| All | +9.0% | -5.9% | +14.9% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling