+597.0%
SE vs TDG
+480.5%
+116.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.8% |
| 7D | +0.6% | -0.9% | +1.5% | +1.0% |
| 30D | -0.1% | -6.5% | +6.5% | +3.1% |
| 3M | +34.1% | -5.1% | +39.2% | +37.0% |
| 6M | +23.2% | -11.5% | +34.8% | +29.6% |
| YTD | -11.2% | -13.9% | +2.7% | -5.6% |
| 1Y | -40.5% | -11.5% | -29.1% | -37.7% |
| 3Y | +196.3% | +53.7% | +142.6% | +137.0% |
| 5Y | -67.0% | +135.5% | -202.5% | -77.6% |
| All | +597.0% | +480.5% | +116.5% | +264.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling