-9.9%
IR vs TDG
-11.6%
+1.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.7% |
| 7D | -4.5% | -1.9% | -2.6% | -3.7% |
| 30D | -13.9% | -7.7% | -6.2% | -11.1% |
| 3M | -0.3% | -9.3% | +9.0% | +3.6% |
| 6M | -14.3% | -9.4% | -4.9% | -12.1% |
| YTD | -7.9% | -14.3% | +6.4% | -7.5% |
| 1Y | -9.9% | -11.8% | +1.9% | -11.0% |
| All | -9.9% | -11.6% | +1.7% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling