+1,428.5%
IBKR vs TDG
+8,396.2%
-6,967.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.7% |
| 7D | -1.3% | -1.9% | +0.5% | -0.5% |
| 30D | -0.2% | -7.7% | +7.5% | +3.3% |
| 3M | +3.0% | -9.3% | +12.3% | +6.9% |
| 6M | +33.9% | -9.4% | +43.2% | +38.5% |
| YTD | +42.5% | -14.3% | +56.8% | +50.7% |
| 1Y | +44.9% | -11.8% | +56.7% | +50.8% |
| 3Y | +293.0% | +52.0% | +241.0% | +218.2% |
| 5Y | +497.7% | +128.8% | +368.8% | +299.5% |
| 10Y | +1,004.4% | +543.8% | +460.6% | +313.6% |
| All | +1,428.5% | +8,396.2% | -6,967.7% | +23.6% |
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