-25.0%
HD vs TDG
-11.6%
-13.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.6% |
| 7D | -3.8% | -1.9% | -2.0% | -3.2% |
| 30D | -9.4% | -7.7% | -1.7% | -7.0% |
| 3M | -4.6% | -9.3% | +4.7% | -1.3% |
| 6M | -10.1% | -9.4% | -0.7% | -8.1% |
| YTD | -8.3% | -14.3% | +5.9% | -6.5% |
| 1Y | -25.0% | -11.8% | -13.2% | -24.3% |
| All | -25.0% | -11.6% | -13.4% | -24.3% |
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 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