+780.0%
NOW vs TDG
+540.0%
+240.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -9.9% | -2.7% | -7.2% | -8.9% |
| 30D | +2.8% | -9.3% | +12.1% | +6.7% |
| 3M | +23.7% | -7.1% | +30.7% | +26.5% |
| 6M | +12.5% | -11.2% | +23.6% | +16.3% |
| YTD | -14.4% | -15.3% | +0.9% | -10.0% |
| 1Y | -29.0% | -12.5% | -16.5% | -26.5% |
| 3Y | +9.3% | +51.2% | -41.9% | -11.0% |
| 5Y | +1.2% | +126.1% | -124.9% | -29.5% |
| All | +780.0% | +540.0% | +240.0% | +298.7% |
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 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