+17.9%
PM vs TDG
-11.6%
+29.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.6% |
| 7D | +4.7% | -1.9% | +6.5% | +4.8% |
| 30D | +2.6% | -7.7% | +10.3% | +3.1% |
| 3M | +6.6% | -9.3% | +15.9% | +7.3% |
| 6M | +16.5% | -9.4% | +25.9% | +17.4% |
| YTD | +21.2% | -14.3% | +35.4% | +23.0% |
| 1Y | +17.9% | -11.8% | +29.7% | +20.2% |
| All | +17.9% | -11.6% | +29.5% | +20.2% |
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