+884.5%
ON vs TDG
+12,839.7%
-11,955.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.9% |
| 7D | -1.9% | -2.4% | +0.6% | -0.3% |
| 30D | -11.0% | -8.0% | -3.0% | -6.3% |
| 3M | -39.3% | -10.5% | -28.9% | -35.3% |
| 6M | +19.8% | -11.9% | +31.8% | +27.5% |
| YTD | +31.1% | -15.4% | +46.4% | +42.2% |
| 1Y | +46.0% | -14.2% | +60.2% | +56.3% |
| 3Y | -27.5% | +51.0% | -78.6% | -47.6% |
| 5Y | +56.9% | +126.5% | -69.6% | -10.9% |
| 10Y | +591.8% | +535.6% | +56.3% | +106.1% |
| All | +884.5% | +12,839.7% | -11,955.2% | -33.6% |
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