+38.6%
MA vs TDG
+50.2%
-11.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | -3.5% | -2.4% | -1.1% | -2.9% |
| 30D | +0.8% | -8.0% | +8.8% | +3.0% |
| 3M | +14.8% | -10.5% | +25.2% | +18.0% |
| 6M | +10.0% | -11.9% | +21.9% | +13.3% |
| YTD | -0.1% | -15.4% | +15.2% | +3.8% |
| 1Y | -2.2% | -14.2% | +12.0% | +1.1% |
| All | +38.6% | +50.2% | -11.5% | +21.8% |
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 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