-73.1%
SMR vs TDG
-9.4%
-63.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +4.4% | -2.0% | +6.4% | +5.3% |
| 30D | +3.4% | -7.4% | +10.8% | +6.8% |
| 3M | -19.2% | -5.4% | -13.8% | -17.2% |
| 6M | -22.6% | -11.6% | -11.0% | -21.9% |
| YTD | -31.5% | -12.6% | -18.9% | -33.3% |
| 1Y | -73.1% | -9.3% | -63.7% | -72.7% |
| All | -73.1% | -9.4% | -63.7% | -72.7% |
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