+1,175.6%
HD vs TDG
+13,257.8%
-12,082.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.8% |
| 7D | -2.1% | -2.0% | 0.0% | -1.3% |
| 30D | -8.4% | -7.4% | -1.0% | -6.0% |
| 3M | +4.3% | -5.4% | +9.7% | +6.3% |
| 6M | -11.1% | -11.6% | +0.5% | -7.4% |
| YTD | -4.7% | -12.6% | +7.9% | -0.7% |
| 1Y | -19.8% | -9.3% | -10.5% | -17.8% |
| 3Y | +4.1% | +49.2% | -45.1% | -12.7% |
| 5Y | +10.3% | +132.1% | -121.8% | -22.6% |
| 10Y | +203.2% | +544.8% | -341.7% | +33.1% |
| All | +1,175.6% | +13,257.8% | -12,082.2% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling