+153.1%
SO vs TDG
+547.7%
-394.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | -1.1% | -1.9% | +0.8% | -0.8% |
| 30D | -5.0% | -7.7% | +2.7% | -3.7% |
| 3M | -5.8% | -9.3% | +3.6% | -4.3% |
| 6M | -7.9% | -9.4% | +1.4% | -6.7% |
| YTD | +2.4% | -14.3% | +16.7% | +4.5% |
| 1Y | -2.3% | -11.8% | +9.6% | -0.9% |
| 3Y | +41.9% | +52.0% | -10.1% | +28.1% |
| 5Y | +58.1% | +128.8% | -70.8% | +29.7% |
| All | +153.1% | +547.7% | -394.6% | +88.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling