-22.2%
ON vs TDG
+52.1%
-74.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.2% | +7.3% | +8.0% |
| 7D | +2.4% | -1.9% | +4.2% | +3.3% |
| 30D | -8.6% | -7.7% | -0.9% | -5.4% |
| 3M | -34.3% | -9.3% | -25.0% | -31.7% |
| 6M | +28.5% | -9.4% | +37.9% | +32.5% |
| YTD | +40.6% | -14.3% | +54.9% | +48.4% |
| 1Y | +55.3% | -11.8% | +67.2% | +60.7% |
| 3Y | -22.2% | +52.0% | -74.2% | -39.3% |
| All | -22.2% | +52.1% | -74.3% | -39.3% |
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 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