+1,497.0%
HWM vs TDG
+551.7%
+945.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.8% |
| 7D | +7.3% | +1.7% | +5.6% | +6.1% |
| 30D | +1.6% | +9.7% | -8.1% | -4.3% |
| 3M | -21.9% | -2.3% | -19.5% | -20.5% |
| 6M | -19.0% | +1.3% | -20.4% | -20.0% |
| YTD | +7.9% | -8.5% | +16.4% | +12.9% |
| 1Y | +9.9% | -8.1% | +18.1% | +14.7% |
| 3Y | +342.1% | +43.4% | +298.7% | +238.1% |
| 5Y | +600.8% | +127.8% | +473.0% | +289.3% |
| 10Y | +1,493.8% | +554.4% | +939.4% | +403.8% |
| All | +1,497.0% | +551.7% | +945.3% | +404.2% |
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