+11.3%
O vs TDG
-5.9%
+17.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.9% |
| 7D | +5.8% | +7.1% | -1.2% | +5.1% |
| 30D | +10.7% | +11.4% | -0.7% | +9.6% |
| 3M | -4.5% | -4.6% | 0.0% | -4.4% |
| 6M | -4.1% | +5.8% | -10.0% | -4.9% |
| YTD | +9.8% | -8.5% | +18.3% | +8.1% |
| 1Y | +11.3% | -5.8% | +17.1% | +9.0% |
| All | +11.3% | -5.9% | +17.2% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling