-20.3%
KMB vs TDG
-11.6%
-8.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | -6.5% | -1.9% | -4.6% | -6.1% |
| 30D | -8.8% | -7.7% | -1.1% | -7.4% |
| 3M | -2.2% | -9.3% | +7.1% | -0.2% |
| 6M | +0.7% | -9.4% | +10.0% | +1.4% |
| YTD | +1.0% | -14.3% | +15.3% | +0.4% |
| 1Y | -20.3% | -11.8% | -8.5% | -21.5% |
| All | -20.3% | -11.6% | -8.7% | -21.5% |
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 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