+30.8%
SOXX vs TDG
-6.8%
+37.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -70.7% | -2.3% | -68.4% | -66.4% |
| 7D | -23.0% | +1.1% | -24.1% | -14.5% |
| 30D | -32.9% | +7.8% | -40.7% | -26.8% |
| 3M | -25.3% | -5.2% | -20.1% | -15.8% |
| 6M | -17.8% | -0.2% | -17.6% | -9.2% |
| YTD | +32.1% | -10.6% | +42.7% | +47.3% |
| 1Y | +30.8% | -6.1% | +36.9% | +48.7% |
| All | +30.8% | -6.8% | +37.6% | +48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling