+937.6%
MSTR vs TDG
+13,892.6%
-12,955.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -3.0% |
| 7D | -13.4% | +1.7% | -15.1% | -14.1% |
| 30D | -22.1% | +9.7% | -31.8% | -25.6% |
| 3M | +15.0% | -2.3% | +17.3% | +15.9% |
| 6M | -37.3% | +1.3% | -38.6% | -38.6% |
| YTD | -26.5% | -8.5% | -18.1% | -24.5% |
| 1Y | -46.5% | -8.1% | -38.3% | -45.2% |
| 3Y | +121.1% | +43.4% | +77.7% | +81.9% |
| 5Y | +37.5% | +127.8% | -90.3% | -4.8% |
| 10Y | +467.3% | +554.4% | -87.1% | +132.9% |
| All | +937.6% | +13,892.6% | -12,955.1% | +27.3% |
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 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