-24.4%
NOW vs TDG
+121.4%
-145.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +2.4% |
| 7D | -5.6% | +2.3% | -7.9% | -6.6% |
| 30D | -26.8% | +11.2% | -37.9% | -31.2% |
| 3M | -19.4% | +0.2% | -19.7% | -20.2% |
| 6M | +12.3% | +3.9% | +8.5% | +7.5% |
| YTD | -32.9% | -6.4% | -26.5% | -32.5% |
| 1Y | -40.3% | -3.8% | -36.5% | -41.1% |
| 3Y | -19.1% | +46.8% | -65.8% | -44.4% |
| 5Y | -24.4% | +128.3% | -152.6% | -65.3% |
| All | -24.4% | +121.4% | -145.7% | -65.3% |
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