+5,731.6%
MU vs TDG
+547.7%
+5,184.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.8% |
| 7D | -4.1% | -1.9% | -2.2% | -3.2% |
| 30D | +7.0% | -7.7% | +14.7% | +11.3% |
| 3M | -2.1% | -9.3% | +7.3% | +2.2% |
| 6M | +133.1% | -9.4% | +142.4% | +142.5% |
| YTD | +241.9% | -14.3% | +256.2% | +265.4% |
| 1Y | +548.8% | -11.8% | +560.6% | +580.3% |
| 3Y | +1,308.2% | +52.0% | +1,256.2% | +1,002.4% |
| 5Y | +1,260.7% | +128.8% | +1,131.9% | +762.2% |
| All | +5,731.6% | +547.7% | +5,184.0% | +2,428.9% |
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