+143.8%
IBM vs TDG
+547.7%
-403.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.6% |
| 7D | +3.6% | -1.9% | +5.4% | +4.1% |
| 30D | +3.1% | -7.7% | +10.8% | +5.3% |
| 3M | -10.8% | -9.3% | -1.5% | -8.6% |
| 6M | -0.8% | -9.4% | +8.6% | +1.4% |
| YTD | -16.2% | -14.3% | -1.9% | -12.9% |
| 1Y | -2.9% | -11.8% | +9.0% | -0.1% |
| 3Y | +79.8% | +52.0% | +27.9% | +58.2% |
| 5Y | +124.9% | +128.8% | -3.9% | +73.9% |
| All | +143.8% | +547.7% | -403.8% | +55.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling