+803.2%
MS vs TDG
+529.3%
+273.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.4% |
| 7D | +1.7% | -2.4% | +4.1% | +2.8% |
| 30D | 0.0% | -8.0% | +8.0% | +3.9% |
| 3M | +3.0% | -10.5% | +13.5% | +7.9% |
| 6M | +35.7% | -11.9% | +47.6% | +42.5% |
| YTD | +23.3% | -15.4% | +38.7% | +31.6% |
| 1Y | +44.7% | -14.2% | +58.9% | +52.6% |
| 3Y | +178.0% | +51.0% | +127.0% | +119.2% |
| 5Y | +143.2% | +126.5% | +16.7% | +55.1% |
| 10Y | +803.2% | +535.6% | +267.6% | +285.8% |
| All | +803.2% | +529.3% | +273.9% | +285.8% |
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