-0.8%
MSFT vs TDG
-9.4%
+8.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -2.7% | -2.0% | -0.7% | -2.5% |
| 30D | +2.7% | -7.4% | +10.1% | +3.3% |
| 3M | +17.0% | -5.4% | +22.3% | +17.3% |
| 6M | +23.8% | -11.6% | +35.5% | +24.7% |
| YTD | +4.0% | -12.6% | +16.6% | +5.0% |
| 1Y | -0.8% | -9.3% | +8.5% | -0.4% |
| All | -0.8% | -9.4% | +8.6% | -0.4% |
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