+279.2%
RTX vs TDG
+547.7%
-268.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.8% |
| 7D | -1.5% | -1.9% | +0.3% | -0.6% |
| 30D | -11.0% | -7.7% | -3.3% | -7.4% |
| 3M | +7.7% | -9.3% | +17.0% | +12.8% |
| 6M | -3.9% | -9.4% | +5.5% | +0.4% |
| YTD | +9.0% | -14.3% | +23.2% | +16.4% |
| 1Y | +27.3% | -11.8% | +39.1% | +33.8% |
| 3Y | +172.9% | +52.0% | +120.9% | +110.5% |
| 5Y | +165.2% | +128.8% | +36.3% | +59.3% |
| All | +279.2% | +547.7% | -268.5% | +51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling