+252.1%
INTC vs TDG
+547.7%
-295.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.2% |
| 7D | +7.5% | -1.9% | +9.3% | +8.1% |
| 30D | +2.0% | -7.7% | +9.7% | +4.7% |
| 3M | -12.0% | -9.3% | -2.7% | -9.4% |
| 6M | +114.5% | -9.4% | +123.9% | +119.8% |
| YTD | +179.0% | -14.3% | +193.2% | +190.1% |
| 1Y | +318.3% | -11.8% | +330.1% | +328.7% |
| 3Y | +171.2% | +52.0% | +119.2% | +126.1% |
| 5Y | +107.6% | +128.8% | -21.3% | +48.7% |
| All | +252.1% | +547.7% | -295.5% | +89.3% |
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 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