+32.7%
KO vs TDG
-9.4%
+42.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -1.8% | -2.0% | +0.2% | -1.7% |
| 30D | +1.4% | -7.4% | +8.8% | +1.6% |
| 3M | +15.4% | -5.4% | +20.8% | +15.5% |
| 6M | +14.3% | -11.6% | +25.9% | +14.4% |
| YTD | +27.7% | -12.6% | +40.3% | +26.5% |
| 1Y | +32.7% | -9.3% | +42.0% | +30.8% |
| All | +32.7% | -9.4% | +42.1% | +30.8% |
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