+15,819.0%
MA vs TDG
+13,172.2%
+2,646.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.8% |
| 7D | +1.3% | +1.7% | -0.4% | +0.5% |
| 30D | +9.6% | +9.7% | -0.1% | +5.1% |
| 3M | +16.8% | -2.3% | +19.1% | +17.8% |
| 6M | +35.2% | +1.3% | +33.9% | +33.5% |
| YTD | +16.6% | -8.5% | +25.0% | +19.4% |
| 1Y | +19.8% | -8.1% | +27.9% | +22.4% |
| 3Y | +70.7% | +43.4% | +27.3% | +38.6% |
| 5Y | +87.4% | +127.8% | -40.4% | +20.8% |
| 10Y | +570.0% | +554.4% | +15.7% | +144.6% |
| All | +15,819.0% | +13,172.2% | +2,646.8% | +1,311.9% |
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