-75.5%
SMR vs TDG
-11.6%
-63.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.2% | -16.9% | -16.1% |
| 7D | -11.2% | -1.9% | -9.4% | -10.7% |
| 30D | -10.2% | -7.7% | -2.5% | -7.4% |
| 3M | -10.0% | -9.3% | -0.7% | -6.3% |
| 6M | -30.5% | -9.4% | -21.1% | -29.3% |
| YTD | -39.2% | -14.3% | -25.0% | -40.6% |
| 1Y | -75.5% | -11.8% | -63.7% | -74.9% |
| All | -75.5% | -11.6% | -63.9% | -74.9% |
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