+1,227.4%
MSTR vs TDG
+13,257.8%
-12,030.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | +12.2% | -2.0% | +14.2% | +13.3% |
| 30D | +45.2% | -7.4% | +52.6% | +50.0% |
| 3M | +10.4% | -5.4% | +15.8% | +12.0% |
| 6M | -2.5% | -11.6% | +9.2% | +2.1% |
| YTD | -6.0% | -12.6% | +6.6% | -1.2% |
| 1Y | -56.4% | -9.3% | -47.1% | -55.2% |
| 3Y | +306.3% | +49.2% | +257.1% | +227.9% |
| 5Y | +100.5% | +132.1% | -31.7% | +38.3% |
| 10Y | +741.1% | +544.8% | +196.3% | +248.3% |
| All | +1,227.4% | +13,257.8% | -12,030.4% | +66.5% |
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 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