+107.1%
MSTR vs TDG
+131.7%
-24.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -1.2% |
| 7D | +7.7% | -2.4% | +10.2% | +10.3% |
| 30D | +36.3% | -8.0% | +44.3% | +46.1% |
| 3M | +13.4% | -10.5% | +23.9% | +23.1% |
| 6M | -4.5% | -11.9% | +7.4% | +3.5% |
| YTD | -12.7% | -15.4% | +2.7% | -2.3% |
| 1Y | -59.6% | -14.2% | -45.4% | -55.9% |
| 3Y | +272.5% | +51.0% | +221.4% | +91.7% |
| 5Y | +107.1% | +126.5% | -19.3% | -34.5% |
| All | +107.1% | +131.7% | -24.5% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling