+773.5%
PM vs TDG
+8,506.7%
-7,733.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.6% |
| 7D | -1.3% | -0.9% | -0.4% | -1.1% |
| 30D | -2.6% | -6.5% | +4.0% | -1.0% |
| 3M | +5.8% | -5.1% | +10.9% | +6.9% |
| 6M | +10.6% | -11.5% | +22.1% | +13.3% |
| YTD | +17.2% | -13.9% | +31.0% | +20.6% |
| 1Y | +17.6% | -11.5% | +29.1% | +20.0% |
| 3Y | +124.3% | +53.7% | +70.6% | +94.2% |
| 5Y | +125.1% | +135.5% | -10.4% | +70.5% |
| 10Y | +198.6% | +535.2% | -336.5% | +60.9% |
| All | +773.5% | +8,506.7% | -7,733.1% | +79.4% |
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 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