+95.7%
QQQ vs TDG
+126.1%
-30.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.4% |
| 7D | -0.6% | -1.9% | +1.3% | +0.2% |
| 30D | -1.2% | -7.7% | +6.5% | +2.1% |
| 3M | -0.2% | -9.3% | +9.1% | +3.6% |
| 6M | +17.9% | -9.4% | +27.3% | +21.7% |
| YTD | +16.6% | -14.3% | +30.9% | +22.8% |
| 1Y | +23.0% | -11.8% | +34.8% | +27.2% |
| 3Y | +92.9% | +52.0% | +41.0% | +44.8% |
| All | +95.7% | +126.1% | -30.3% | +14.1% |
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