+132.3%
HON vs TDG
+547.7%
-415.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.4% |
| 7D | -3.5% | -1.9% | -1.6% | -2.7% |
| 30D | -13.8% | -7.7% | -6.1% | -11.0% |
| 3M | -11.7% | -9.3% | -2.4% | -8.3% |
| 6M | -18.7% | -9.4% | -9.4% | -15.8% |
| YTD | +0.2% | -14.3% | +14.5% | +5.7% |
| 1Y | -3.1% | -11.8% | +8.8% | +0.9% |
| 3Y | +17.0% | +52.0% | -35.0% | -4.5% |
| 5Y | +2.0% | +128.8% | -126.8% | -31.1% |
| All | +132.3% | +547.7% | -415.4% | +11.8% |
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 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