+112.5%
NET vs TDG
+131.6%
-19.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.2% |
| 7D | -7.0% | -2.0% | -5.0% | -5.5% |
| 30D | -4.8% | -7.4% | +2.6% | +0.8% |
| 3M | +3.8% | -5.4% | +9.2% | +6.5% |
| 6M | +50.0% | -11.6% | +61.7% | +61.1% |
| YTD | +41.5% | -12.6% | +54.1% | +53.1% |
| 1Y | +32.8% | -9.3% | +42.2% | +37.7% |
| 3Y | +335.9% | +49.2% | +286.7% | +141.7% |
| All | +112.5% | +131.6% | -19.2% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling