+2,496.8%
MSFT vs TDG
+13,063.4%
-10,566.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.7% |
| 7D | -1.4% | -0.9% | -0.5% | -1.1% |
| 30D | -1.0% | -6.5% | +5.5% | +1.3% |
| 3M | +20.2% | -5.1% | +25.3% | +21.8% |
| 6M | +21.3% | -11.5% | +32.8% | +25.3% |
| YTD | +2.8% | -13.9% | +16.7% | +6.9% |
| 1Y | 0.0% | -11.5% | +11.4% | +2.6% |
| 3Y | +51.2% | +53.7% | -2.4% | +25.5% |
| 5Y | +71.4% | +135.5% | -64.1% | +21.2% |
| 10Y | +868.6% | +535.2% | +333.4% | +337.1% |
| All | +2,496.8% | +13,063.4% | -10,566.6% | +285.3% |
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