+1,204.5%
MAR vs TDG
+13,008.0%
-11,803.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.0% |
| 7D | -0.5% | -1.9% | +1.3% | +0.5% |
| 30D | -5.4% | -7.7% | +2.3% | -1.2% |
| 3M | -15.5% | -9.3% | -6.2% | -11.2% |
| 6M | +3.0% | -9.4% | +12.3% | +7.7% |
| YTD | +8.5% | -14.3% | +22.8% | +16.4% |
| 1Y | +26.0% | -11.8% | +37.8% | +32.3% |
| 3Y | +68.6% | +52.0% | +16.6% | +26.1% |
| 5Y | +157.4% | +128.8% | +28.5% | +51.3% |
| 10Y | +447.0% | +543.8% | -96.8% | +69.9% |
| All | +1,204.5% | +13,008.0% | -11,803.5% | -24.0% |
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