+34.3%
IR vs TDG
+125.9%
-91.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -3.1% | -2.7% | -0.4% | -1.6% |
| 30D | -14.0% | -9.3% | -4.7% | -9.2% |
| 3M | +3.7% | -7.1% | +10.8% | +7.8% |
| 6M | -15.4% | -11.2% | -4.2% | -10.0% |
| YTD | -7.7% | -15.3% | +7.6% | -0.3% |
| 1Y | -8.8% | -12.5% | +3.6% | -3.7% |
| 3Y | +5.6% | +51.2% | -45.6% | -22.6% |
| 5Y | +34.3% | +126.1% | -91.8% | -24.5% |
| All | +34.3% | +125.9% | -91.5% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling