+878.4%
MSFT vs TDG
+547.7%
+330.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.5% | +0.3% |
| 7D | -0.8% | -1.9% | +1.1% | -0.2% |
| 30D | +0.8% | -7.7% | +8.5% | +3.4% |
| 3M | +27.2% | -9.3% | +36.5% | +30.8% |
| 6M | +22.9% | -9.4% | +32.3% | +25.7% |
| YTD | +3.1% | -14.3% | +17.4% | +7.1% |
| 1Y | -0.3% | -11.8% | +11.6% | +2.4% |
| 3Y | +50.1% | +52.0% | -1.9% | +26.4% |
| 5Y | +74.6% | +128.8% | -54.2% | +27.4% |
| All | +878.4% | +547.7% | +330.7% | +417.6% |
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 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