+739.1%
LOW vs TDG
+12,839.7%
-12,100.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.4% |
| 7D | -0.6% | -2.4% | +1.8% | +0.3% |
| 30D | -9.3% | -8.0% | -1.3% | -6.3% |
| 3M | -8.1% | -10.5% | +2.4% | -4.2% |
| 6M | -19.8% | -11.9% | -7.8% | -16.0% |
| YTD | -16.4% | -15.4% | -1.0% | -11.5% |
| 1Y | -24.7% | -14.2% | -10.5% | -20.9% |
| 3Y | -8.8% | +51.0% | -59.9% | -25.2% |
| 5Y | +7.8% | +126.5% | -118.7% | -26.1% |
| 10Y | +233.8% | +535.6% | -301.7% | +39.8% |
| All | +739.1% | +12,839.7% | -12,100.6% | -1.6% |
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 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