+179.1%
MS vs TDG
+50.9%
+128.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | +2.5% | -0.9% | +3.4% | +2.8% |
| 30D | 0.0% | -6.5% | +6.5% | +2.4% |
| 3M | +2.4% | -5.1% | +7.5% | +3.9% |
| 6M | +36.4% | -11.5% | +47.9% | +41.5% |
| YTD | +23.8% | -13.9% | +37.7% | +29.4% |
| 1Y | +48.6% | -11.5% | +60.1% | +53.0% |
| 3Y | +179.1% | +53.7% | +125.5% | +141.7% |
| All | +179.1% | +50.9% | +128.2% | +141.7% |
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