-66.9%
SE vs TDG
+125.9%
-192.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | -4.8% | -2.7% | -2.1% | -2.8% |
| 30D | -18.1% | -9.3% | -8.8% | -12.0% |
| 3M | +30.6% | -7.1% | +37.7% | +37.1% |
| 6M | +20.8% | -11.2% | +31.9% | +30.1% |
| YTD | -15.6% | -15.3% | -0.3% | -6.3% |
| 1Y | -44.2% | -12.5% | -31.8% | -39.9% |
| 3Y | +181.5% | +51.2% | +130.3% | +67.3% |
| 5Y | -66.9% | +126.1% | -193.1% | -86.8% |
| All | -66.9% | +125.9% | -192.8% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling