+507.1%
IBKR vs TDG
+118.0%
+389.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.5% |
| 7D | -2.0% | -4.4% | +2.4% | 0.0% |
| 30D | -1.3% | -11.6% | +10.3% | +4.5% |
| 3M | 0.0% | -11.5% | +11.6% | +5.3% |
| 6M | +37.4% | -8.5% | +45.9% | +41.6% |
| YTD | +41.5% | -16.4% | +58.0% | +51.9% |
| 1Y | +43.1% | -12.6% | +55.7% | +49.5% |
| 3Y | +297.8% | +48.7% | +249.1% | +208.9% |
| 5Y | +507.1% | +117.7% | +389.4% | +275.7% |
| All | +507.1% | +118.0% | +389.2% | +275.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling