+7.0%
NET vs TDG
-6.8%
+13.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.3% | -6.0% | -8.0% |
| 7D | -21.2% | +1.1% | -22.3% | -21.2% |
| 30D | -31.1% | +7.8% | -38.9% | -31.9% |
| 3M | -16.5% | -5.2% | -11.3% | -15.3% |
| 6M | 0.0% | -0.2% | +0.2% | -0.6% |
| YTD | +24.0% | -10.6% | +34.6% | +33.0% |
| 1Y | +7.0% | -6.1% | +13.1% | +17.9% |
| All | +7.0% | -6.8% | +13.8% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling