+1,139.1%
PSX vs TDG
+2,195.1%
-1,056.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.3% |
| 7D | +1.8% | -2.4% | +4.3% | +2.9% |
| 30D | +21.6% | -8.0% | +29.6% | +25.9% |
| 3M | +46.5% | -10.5% | +56.9% | +52.0% |
| 6M | +62.0% | -11.9% | +73.9% | +67.2% |
| YTD | +106.3% | -15.4% | +121.7% | +115.2% |
| 1Y | +103.0% | -14.2% | +117.2% | +109.9% |
| 3Y | +135.5% | +51.0% | +84.5% | +81.7% |
| 5Y | +368.5% | +126.5% | +242.1% | +188.0% |
| 10Y | +386.6% | +535.6% | -149.0% | +96.9% |
| All | +1,139.1% | +2,195.1% | -1,056.0% | +249.7% |
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 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