+1,773.8%
HWM vs TDG
+522.1%
+1,251.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.7% |
| 7D | -2.1% | -2.0% | -0.1% | -0.8% |
| 30D | -11.0% | -7.4% | -3.6% | -6.4% |
| 3M | +4.0% | -5.4% | +9.4% | +7.5% |
| 6M | -0.2% | -11.6% | +11.4% | +7.6% |
| YTD | +26.7% | -12.6% | +39.3% | +36.4% |
| 1Y | +44.7% | -9.3% | +54.1% | +51.5% |
| 3Y | +426.1% | +49.2% | +376.9% | +290.0% |
| 5Y | +738.5% | +132.1% | +606.4% | +359.9% |
| All | +1,773.8% | +522.1% | +1,251.7% | +509.3% |
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