+13.8%
KMB vs TDG
+540.0%
-526.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -7.7% | -2.7% | -5.0% | -7.4% |
| 30D | -8.2% | -9.3% | +1.1% | -7.3% |
| 3M | -1.9% | -7.1% | +5.2% | -1.2% |
| 6M | -0.7% | -11.2% | +10.5% | +0.4% |
| YTD | +1.4% | -15.3% | +16.6% | +2.8% |
| 1Y | -19.1% | -12.5% | -6.7% | -18.3% |
| 3Y | -12.6% | +51.2% | -63.8% | -16.8% |
| 5Y | -12.7% | +126.1% | -138.8% | -20.6% |
| All | +13.8% | +540.0% | -526.2% | -5.5% |
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 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