+60.4%
HCA vs TDG
+52.1%
+8.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.1% |
| 7D | +5.4% | -1.9% | +7.3% | +5.9% |
| 30D | +3.0% | -7.7% | +10.7% | +5.1% |
| 3M | +13.0% | -9.3% | +22.3% | +15.9% |
| 6M | -20.3% | -9.4% | -10.9% | -18.4% |
| YTD | -8.2% | -14.3% | +6.0% | -5.4% |
| 1Y | +6.7% | -11.8% | +18.5% | +9.1% |
| 3Y | +60.4% | +52.0% | +8.4% | +41.8% |
| All | +60.4% | +52.1% | +8.3% | +41.8% |
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 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