+17.4%
PM vs TDG
-9.4%
+26.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.0% |
| 7D | -4.9% | -2.0% | -2.9% | -4.8% |
| 30D | -3.4% | -7.4% | +4.0% | -2.9% |
| 3M | +5.2% | -5.4% | +10.6% | +5.7% |
| 6M | +3.7% | -11.6% | +15.4% | +4.7% |
| YTD | +15.8% | -12.6% | +28.4% | +17.4% |
| 1Y | +17.4% | -9.3% | +26.7% | +19.4% |
| All | +17.4% | -9.4% | +26.8% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling