+659.8%
KO vs TDG
+12,853.5%
-12,193.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.1% | -2.7% | +1.6% | -0.6% |
| 30D | +1.6% | -9.3% | +10.8% | +3.6% |
| 3M | +5.8% | -7.1% | +12.8% | +7.1% |
| 6M | +14.3% | -11.2% | +25.4% | +16.5% |
| YTD | +27.3% | -15.3% | +42.6% | +30.7% |
| 1Y | +33.2% | -12.5% | +45.6% | +35.6% |
| 3Y | +64.5% | +51.2% | +13.3% | +46.4% |
| 5Y | +83.1% | +126.1% | -43.0% | +46.7% |
| 10Y | +183.9% | +536.2% | -352.3% | +74.9% |
| All | +659.8% | +12,853.5% | -12,193.6% | +142.2% |
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