+390.3%
HWM vs TDG
+50.2%
+340.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.6% |
| 7D | -8.0% | -2.4% | -5.6% | -6.5% |
| 30D | -18.0% | -8.0% | -10.0% | -13.5% |
| 3M | -9.5% | -10.5% | +1.0% | -3.2% |
| 6M | -8.4% | -11.9% | +3.5% | -1.3% |
| YTD | +13.6% | -15.4% | +29.0% | +24.0% |
| 1Y | +30.2% | -14.2% | +44.4% | +40.3% |
| All | +390.3% | +50.2% | +340.1% | +248.7% |
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