-48.8%
SE vs TDG
-5.9%
-42.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.7% | +4.1% |
| 7D | +6.7% | +7.1% | -0.4% | +3.6% |
| 30D | -17.2% | +11.4% | -28.6% | -21.0% |
| 3M | -28.0% | -4.6% | -23.5% | -26.8% |
| 6M | -6.1% | +5.8% | -12.0% | -9.0% |
| YTD | -37.1% | -8.5% | -28.6% | -36.9% |
| 1Y | -48.8% | -5.8% | -43.0% | -49.4% |
| All | -48.8% | -5.9% | -42.9% | -49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling