+503.0%
MA vs TDG
+547.7%
-44.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.2% |
| 7D | -1.7% | -1.9% | +0.1% | -0.9% |
| 30D | +1.7% | -7.7% | +9.4% | +5.2% |
| 3M | +17.2% | -9.3% | +26.5% | +21.8% |
| 6M | +13.3% | -9.4% | +22.7% | +17.0% |
| YTD | +0.2% | -14.3% | +14.4% | +5.6% |
| 1Y | -2.7% | -11.8% | +9.1% | +1.0% |
| 3Y | +39.1% | +52.0% | -12.9% | +9.9% |
| 5Y | +68.8% | +128.8% | -60.1% | +9.3% |
| All | +503.0% | +547.7% | -44.6% | +170.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling