+361.6%
LRCX vs TDG
+52.1%
+309.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.6% |
| 7D | -3.1% | -1.9% | -1.2% | -2.1% |
| 30D | -8.6% | -7.7% | -0.9% | -4.5% |
| 3M | -17.7% | -9.3% | -8.4% | -13.8% |
| 6M | +36.4% | -9.4% | +45.7% | +42.1% |
| YTD | +74.5% | -14.3% | +88.8% | +87.5% |
| 1Y | +159.4% | -11.8% | +171.3% | +171.8% |
| 3Y | +361.6% | +52.0% | +309.6% | +240.2% |
| All | +361.6% | +52.1% | +309.5% | +240.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling