+362.6%
PSX vs TDG
+126.1%
+236.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | +1.7% | -1.9% | +3.6% | +2.1% |
| 30D | +15.6% | -7.7% | +23.3% | +17.7% |
| 3M | +46.5% | -9.3% | +55.8% | +49.1% |
| 6M | +55.0% | -9.4% | +64.4% | +56.7% |
| YTD | +105.3% | -14.3% | +119.5% | +109.9% |
| 1Y | +101.6% | -11.8% | +113.4% | +103.8% |
| 3Y | +134.1% | +52.0% | +82.2% | +91.4% |
| All | +362.6% | +126.1% | +236.5% | +215.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling