-12.5%
KMB vs TDG
+125.6%
-138.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.9% |
| 7D | -8.6% | -2.4% | -6.2% | -8.3% |
| 30D | -7.5% | -8.0% | +0.5% | -6.5% |
| 3M | -0.6% | -10.5% | +9.8% | +0.8% |
| 6M | -1.5% | -11.9% | +10.4% | -0.1% |
| YTD | +1.6% | -15.4% | +17.0% | +3.3% |
| 1Y | -20.8% | -14.2% | -6.6% | -19.6% |
| 3Y | -12.4% | +51.0% | -63.4% | -18.4% |
| All | -12.5% | +125.6% | -138.1% | -23.5% |
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