+32.6%
NET vs TDG
+134.8%
-102.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -3.1% |
| 7D | -16.4% | +7.1% | -23.4% | -20.9% |
| 30D | -25.8% | +11.4% | -37.2% | -32.3% |
| 3M | -11.5% | -4.6% | -7.0% | -9.3% |
| 6M | +18.9% | +5.8% | +13.1% | +10.8% |
| YTD | +35.2% | -8.5% | +43.7% | +39.8% |
| 1Y | +14.5% | -5.8% | +20.3% | +14.8% |
| 3Y | +313.8% | +61.4% | +252.4% | +105.2% |
| 5Y | +32.6% | +132.7% | -100.1% | -57.5% |
| All | +32.6% | +134.8% | -102.2% | -57.5% |
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