+556.2%
MS vs TDG
+579.3%
-23.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.9% |
| 7D | -1.7% | +2.3% | -4.0% | -2.7% |
| 30D | +0.9% | +11.2% | -10.2% | -4.0% |
| 3M | -10.8% | +0.2% | -11.1% | -11.0% |
| 6M | +0.9% | +3.9% | -3.0% | -1.6% |
| YTD | +9.8% | -6.4% | +16.2% | +11.8% |
| 1Y | +17.1% | -3.8% | +20.9% | +17.5% |
| 3Y | +175.7% | +46.8% | +129.0% | +121.4% |
| 5Y | +125.9% | +128.3% | -2.4% | +43.7% |
| 10Y | +556.2% | +569.3% | -13.1% | +171.6% |
| All | +556.2% | +579.3% | -23.1% | +171.6% |
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