+210.9%
PM vs TDG
+547.7%
-336.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.4% |
| 7D | +4.7% | -1.9% | +6.5% | +5.1% |
| 30D | +2.6% | -7.7% | +10.3% | +4.4% |
| 3M | +6.6% | -9.3% | +15.9% | +8.7% |
| 6M | +16.5% | -9.4% | +25.9% | +18.4% |
| YTD | +21.2% | -14.3% | +35.4% | +24.4% |
| 1Y | +17.9% | -11.8% | +29.7% | +20.1% |
| 3Y | +129.8% | +52.0% | +77.9% | +101.6% |
| 5Y | +133.0% | +128.8% | +4.2% | +81.4% |
| All | +210.9% | +547.7% | -336.7% | +95.7% |
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