+1,559.5%
HWM vs TDG
+510.5%
+1,048.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.4% | 0.0% |
| 7D | -11.4% | -1.9% | -9.6% | -10.3% |
| 30D | -18.5% | -7.7% | -10.8% | -14.0% |
| 3M | -13.2% | -9.3% | -3.9% | -7.7% |
| 6M | -8.7% | -9.4% | +0.7% | -3.0% |
| YTD | +12.2% | -14.3% | +26.4% | +22.4% |
| 1Y | +24.9% | -11.8% | +36.7% | +33.4% |
| 3Y | +383.9% | +52.0% | +332.0% | +254.5% |
| 5Y | +646.1% | +128.8% | +517.3% | +313.6% |
| All | +1,559.5% | +510.5% | +1,048.9% | +446.8% |
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