+23.9%
IR vs TDG
+43.8%
-19.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.9% |
| 7D | +2.5% | +1.7% | +0.8% | +1.6% |
| 30D | +9.2% | +9.7% | -0.5% | +4.2% |
| 3M | +0.9% | -2.3% | +3.3% | +1.9% |
| 6M | +19.2% | +1.3% | +17.9% | +18.0% |
| YTD | +7.5% | -8.5% | +15.9% | +10.0% |
| 1Y | +11.7% | -8.1% | +19.9% | +14.1% |
| 3Y | +23.9% | +43.4% | -19.5% | -2.5% |
| All | +23.9% | +43.8% | -19.9% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling