+553.4%
SE vs TDG
+478.1%
+75.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.9% |
| 7D | -5.2% | -1.9% | -3.3% | -4.4% |
| 30D | -17.1% | -7.7% | -9.4% | -14.0% |
| 3M | +24.0% | -9.3% | +33.3% | +29.4% |
| 6M | +21.0% | -9.4% | +30.4% | +25.8% |
| YTD | -16.7% | -14.3% | -2.5% | -11.3% |
| 1Y | -45.9% | -11.8% | -34.1% | -43.2% |
| 3Y | +177.8% | +52.0% | +125.9% | +123.4% |
| 5Y | -67.4% | +128.8% | -196.2% | -77.6% |
| All | +553.4% | +478.1% | +75.3% | +242.4% |
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 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