+1.5%
SMR vs TDG
+104.3%
-102.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | +4.7% | -2.7% | +7.4% | +6.0% |
| 30D | +3.2% | -9.3% | +12.5% | +7.9% |
| 3M | +9.9% | -7.1% | +17.0% | +13.4% |
| 6M | -15.1% | -11.2% | -4.0% | -10.4% |
| YTD | -27.9% | -15.3% | -12.7% | -22.9% |
| 1Y | -70.2% | -12.5% | -57.8% | -68.8% |
| 3Y | +72.5% | +51.2% | +21.3% | +51.8% |
| All | +1.5% | +104.3% | -102.8% | -24.6% |
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