+123.9%
SBUX vs TDG
+547.7%
-423.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.9% |
| 7D | -5.5% | -1.9% | -3.6% | -4.8% |
| 30D | -8.5% | -7.7% | -0.8% | -5.7% |
| 3M | -2.9% | -9.3% | +6.4% | +0.3% |
| 6M | -1.5% | -9.4% | +7.9% | +1.2% |
| YTD | +19.4% | -14.3% | +33.6% | +24.7% |
| 1Y | +22.9% | -11.8% | +34.8% | +26.6% |
| 3Y | +11.3% | +52.0% | -40.7% | -9.7% |
| 5Y | -6.9% | +128.8% | -135.7% | -36.4% |
| All | +123.9% | +547.7% | -423.8% | +15.6% |
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