+4,643.6%
REGN vs TDG
+13,008.0%
-8,364.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.9% |
| 7D | -5.6% | -1.9% | -3.7% | -5.0% |
| 30D | -2.0% | -7.7% | +5.7% | +0.4% |
| 3M | +28.0% | -9.3% | +37.3% | +31.5% |
| 6M | +1.2% | -9.4% | +10.5% | +3.6% |
| YTD | +1.6% | -14.3% | +15.9% | +5.5% |
| 1Y | +38.2% | -11.8% | +50.1% | +41.8% |
| 3Y | -5.4% | +52.0% | -57.3% | -19.9% |
| 5Y | +21.3% | +128.8% | -107.6% | -12.8% |
| 10Y | +105.2% | +543.8% | -438.6% | -22.1% |
| All | +4,643.6% | +13,008.0% | -8,364.3% | +278.7% |
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