+40.4%
MSTR vs TDG
+125.9%
-85.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -3.5% |
| 7D | -13.4% | +1.7% | -15.1% | -14.8% |
| 30D | -22.1% | +9.7% | -31.8% | -28.8% |
| 3M | +15.0% | -2.3% | +17.3% | +16.4% |
| 6M | -37.3% | +1.3% | -38.6% | -40.3% |
| YTD | -26.5% | -8.5% | -18.1% | -23.6% |
| 1Y | -46.5% | -8.1% | -38.3% | -44.8% |
| 3Y | +121.1% | +43.4% | +77.7% | +22.4% |
| All | +40.4% | +125.9% | -85.5% | -59.6% |
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 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