-24.5%
KVUE vs TDG
+73.9%
-98.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.2% |
| 7D | -5.1% | -1.9% | -3.3% | -4.9% |
| 30D | -6.3% | -7.7% | +1.4% | -5.2% |
| 3M | -0.5% | -9.3% | +8.8% | +0.9% |
| 6M | +3.1% | -9.4% | +12.5% | +4.3% |
| YTD | +6.7% | -14.3% | +20.9% | +8.3% |
| 1Y | -1.1% | -11.8% | +10.7% | -0.2% |
| 3Y | -8.7% | +52.0% | -60.7% | -17.8% |
| All | -24.5% | +73.9% | -98.4% | -35.4% |
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