-14.4%
SMR vs TDG
+106.7%
-121.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.2% | -16.9% | -16.2% |
| 7D | -11.2% | -1.9% | -9.4% | -10.6% |
| 30D | -10.2% | -7.7% | -2.5% | -7.0% |
| 3M | -10.0% | -9.3% | -0.7% | -6.1% |
| 6M | -30.5% | -9.4% | -21.1% | -27.3% |
| YTD | -39.2% | -14.3% | -25.0% | -35.4% |
| 1Y | -75.5% | -11.8% | -63.7% | -74.5% |
| 3Y | +45.4% | +52.0% | -6.5% | +27.5% |
| All | -14.4% | +106.7% | -121.1% | -36.9% |
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 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