+481.0%
MSTR vs TDG
+551.7%
-70.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -3.1% |
| 7D | -13.4% | +1.7% | -15.1% | -14.2% |
| 30D | -22.1% | +9.7% | -31.8% | -26.1% |
| 3M | +15.0% | -2.3% | +17.3% | +16.0% |
| 6M | -37.3% | +1.3% | -38.6% | -38.8% |
| YTD | -26.5% | -8.5% | -18.1% | -24.3% |
| 1Y | -46.5% | -8.1% | -38.3% | -45.1% |
| 3Y | +121.1% | +43.4% | +77.7% | +76.5% |
| 5Y | +37.5% | +127.8% | -90.3% | -10.7% |
| All | +481.0% | +551.7% | -70.6% | +163.8% |
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