+629.3%
ON vs TDG
+547.7%
+81.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.2% | +7.3% | +7.7% |
| 7D | +2.4% | -1.9% | +4.2% | +3.8% |
| 30D | -8.6% | -7.7% | -0.9% | -3.4% |
| 3M | -34.3% | -9.3% | -25.0% | -30.2% |
| 6M | +28.5% | -9.4% | +37.9% | +34.9% |
| YTD | +40.6% | -14.3% | +54.9% | +52.4% |
| 1Y | +55.3% | -11.8% | +67.2% | +64.1% |
| 3Y | -22.2% | +52.0% | -74.2% | -47.0% |
| 5Y | +62.4% | +128.8% | -66.5% | -17.1% |
| All | +629.3% | +547.7% | +81.6% | +101.1% |
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