+291.3%
IR vs TDG
+600.5%
-309.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -2.8% | -2.0% | -0.8% | -1.8% |
| 30D | -15.1% | -7.4% | -7.8% | -11.9% |
| 3M | +6.1% | -5.4% | +11.4% | +8.8% |
| 6M | -16.8% | -11.6% | -5.2% | -11.9% |
| YTD | -3.5% | -12.6% | +9.1% | +1.9% |
| 1Y | -3.5% | -9.3% | +5.9% | -0.1% |
| 3Y | +9.5% | +49.2% | -39.7% | -12.7% |
| 5Y | +45.1% | +132.1% | -87.1% | -7.7% |
| All | +291.3% | +600.5% | -309.2% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling