+9.0%
MSFT vs TDG
-5.9%
+14.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.7% | +5.9% | +6.6% |
| 7D | +4.7% | +7.1% | -2.4% | +4.1% |
| 30D | +5.8% | +11.4% | -5.5% | +4.8% |
| 3M | +13.0% | -4.6% | +17.6% | +13.3% |
| 6M | +34.9% | +5.8% | +29.1% | +33.7% |
| YTD | +15.7% | -8.5% | +24.1% | +16.4% |
| 1Y | +9.0% | -5.8% | +14.8% | +8.6% |
| All | +9.0% | -5.9% | +14.8% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling