+99.6%
PSX vs TDG
-9.4%
+109.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.3% |
| 7D | +4.5% | -2.0% | +6.6% | +4.0% |
| 30D | +26.6% | -7.4% | +34.0% | +24.1% |
| 3M | +39.3% | -5.4% | +44.6% | +37.4% |
| 6M | +56.8% | -11.6% | +68.5% | +55.2% |
| YTD | +101.8% | -12.6% | +114.4% | +95.6% |
| 1Y | +99.6% | -9.3% | +109.0% | +92.0% |
| All | +99.6% | -9.4% | +109.0% | +92.0% |
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