+1,449.6%
NET vs TDG
+186.5%
+1,263.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.1% |
| 7D | -7.0% | -2.0% | -5.0% | -6.3% |
| 30D | -4.8% | -7.4% | +2.6% | -2.3% |
| 3M | +3.8% | -5.4% | +9.2% | +5.2% |
| 6M | +50.0% | -11.6% | +61.7% | +55.2% |
| YTD | +41.5% | -12.6% | +54.1% | +47.1% |
| 1Y | +32.8% | -9.3% | +42.2% | +35.9% |
| 3Y | +335.9% | +49.2% | +286.7% | +274.9% |
| 5Y | +113.8% | +132.1% | -18.3% | +64.3% |
| All | +1,449.6% | +186.5% | +1,263.0% | +1,082.4% |
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