+289.4%
HPE vs TDG
+52.1%
+237.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.2% | +11.2% | +12.1% |
| 7D | +19.4% | -1.9% | +21.3% | +20.0% |
| 30D | +5.6% | -7.7% | +13.3% | +8.2% |
| 3M | +33.1% | -9.3% | +42.4% | +36.4% |
| 6M | +192.5% | -9.4% | +201.8% | +197.6% |
| YTD | +160.9% | -14.3% | +175.2% | +170.0% |
| 1Y | +155.0% | -11.8% | +166.8% | +159.7% |
| 3Y | +289.4% | +52.0% | +237.4% | +233.8% |
| All | +289.4% | +52.1% | +237.3% | +233.8% |
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