+583.3%
MS vs TDG
+13,257.8%
-12,674.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | 0.0% |
| 7D | +1.4% | -2.0% | +3.4% | +2.6% |
| 30D | -0.3% | -7.4% | +7.1% | +4.2% |
| 3M | +0.3% | -5.4% | +5.7% | +2.8% |
| 6M | +31.3% | -11.6% | +43.0% | +39.3% |
| YTD | +24.7% | -12.6% | +37.3% | +32.6% |
| 1Y | +47.9% | -9.3% | +57.3% | +52.9% |
| 3Y | +178.3% | +49.2% | +129.2% | +106.5% |
| 5Y | +144.9% | +132.1% | +12.7% | +34.7% |
| 10Y | +804.5% | +544.8% | +259.7% | +117.2% |
| All | +583.3% | +13,257.8% | -12,674.5% | -80.6% |
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 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