+5.2%
LOW vs TDG
+126.1%
-120.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | -3.7% | -1.9% | -1.9% | -3.1% |
| 30D | -8.9% | -7.7% | -1.2% | -6.3% |
| 3M | -10.4% | -9.3% | -1.1% | -7.4% |
| 6M | -19.4% | -9.4% | -10.0% | -16.8% |
| YTD | -17.1% | -14.3% | -2.9% | -13.3% |
| 1Y | -26.3% | -11.8% | -14.4% | -23.8% |
| 3Y | -9.9% | +52.0% | -61.9% | -27.1% |
| All | +5.2% | +126.1% | -120.8% | -28.6% |
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