+1,381.0%
NET vs TDG
+200.0%
+1,181.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.8% |
| 7D | -16.4% | +7.1% | -23.4% | -18.4% |
| 30D | -25.8% | +11.4% | -37.2% | -28.7% |
| 3M | -11.5% | -4.6% | -7.0% | -10.5% |
| 6M | +18.9% | +5.8% | +13.1% | +15.8% |
| YTD | +35.2% | -8.5% | +43.7% | +37.8% |
| 1Y | +14.5% | -5.8% | +20.3% | +15.3% |
| 3Y | +313.8% | +61.4% | +252.4% | +244.9% |
| 5Y | +32.6% | +132.7% | -100.1% | 0.0% |
| All | +1,381.0% | +200.0% | +1,181.0% | +1,008.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling