+584.8%
SO vs TDG
+13,892.6%
-13,307.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.0% |
| 7D | +1.4% | +1.7% | -0.3% | +1.1% |
| 30D | +4.7% | +9.7% | -5.0% | +3.1% |
| 3M | +1.7% | -2.3% | +4.0% | +2.0% |
| 6M | +2.2% | +1.3% | +0.8% | +1.6% |
| YTD | +10.0% | -8.5% | +18.4% | +10.8% |
| 1Y | +6.0% | -8.1% | +14.2% | +6.8% |
| 3Y | +54.1% | +43.4% | +10.7% | +42.2% |
| 5Y | +79.6% | +127.8% | -48.1% | +50.8% |
| 10Y | +195.5% | +554.4% | -358.9% | +102.3% |
| All | +584.8% | +13,892.6% | -13,307.8% | +174.6% |
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