+636.5%
O vs TDG
+13,063.4%
-12,426.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.3% |
| 7D | -0.6% | -0.9% | +0.4% | -0.2% |
| 30D | -2.0% | -6.5% | +4.6% | +0.9% |
| 3M | +3.0% | -5.1% | +8.1% | +4.7% |
| 6M | -3.6% | -11.5% | +7.9% | +0.4% |
| YTD | +12.1% | -13.9% | +25.9% | +17.5% |
| 1Y | +8.9% | -11.5% | +20.3% | +12.4% |
| 3Y | +30.3% | +53.7% | -23.3% | +0.2% |
| 5Y | +13.7% | +135.5% | -121.8% | -31.5% |
| 10Y | +50.3% | +535.2% | -484.9% | -49.4% |
| All | +636.5% | +13,063.4% | -12,426.8% | -58.6% |
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