+544.7%
SO vs TDG
+13,257.8%
-12,713.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -0.2% | -2.0% | +1.9% | +0.2% |
| 30D | -4.6% | -7.4% | +2.8% | -3.4% |
| 3M | -3.0% | -5.4% | +2.3% | -2.3% |
| 6M | -8.3% | -11.6% | +3.4% | -6.7% |
| YTD | +3.5% | -12.6% | +16.1% | +5.3% |
| 1Y | -0.9% | -9.3% | +8.4% | 0.0% |
| 3Y | +45.4% | +49.2% | -3.8% | +33.1% |
| 5Y | +59.6% | +132.1% | -72.5% | +33.5% |
| 10Y | +156.6% | +544.8% | -388.2% | +76.3% |
| All | +544.7% | +13,257.8% | -12,713.1% | +160.8% |
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