+645.5%
MSTR vs TDG
+540.0%
+105.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.2% |
| 7D | -11.2% | -2.7% | -8.6% | -9.9% |
| 30D | +33.8% | -9.3% | +43.1% | +40.6% |
| 3M | +11.5% | -7.1% | +18.5% | +14.9% |
| 6M | -7.2% | -11.2% | +4.0% | -2.6% |
| YTD | -15.4% | -15.3% | -0.1% | -9.1% |
| 1Y | -60.6% | -12.5% | -48.2% | -58.6% |
| 3Y | +260.8% | +51.2% | +209.6% | +180.1% |
| 5Y | +108.8% | +126.1% | -17.3% | +38.2% |
| All | +645.5% | +540.0% | +105.5% | +255.3% |
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 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