+27.4%
O vs TDG
+52.1%
-24.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | -2.9% | -1.9% | -1.0% | -2.7% |
| 30D | -4.5% | -7.7% | +3.2% | -3.8% |
| 3M | -2.6% | -9.3% | +6.7% | -1.8% |
| 6M | -5.6% | -9.4% | +3.8% | -5.0% |
| YTD | +9.3% | -14.3% | +23.5% | +10.4% |
| 1Y | +4.3% | -11.8% | +16.1% | +5.0% |
| 3Y | +27.4% | +52.0% | -24.5% | +13.0% |
| All | +27.4% | +52.1% | -24.7% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling