+1,537.1%
SOXX vs TDG
+547.7%
+989.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.3% |
| 7D | +1.4% | -1.9% | +3.3% | +2.2% |
| 30D | -3.6% | -7.7% | +4.1% | -0.1% |
| 3M | -10.2% | -9.3% | -0.8% | -6.6% |
| 6M | +54.2% | -9.4% | +63.6% | +59.6% |
| YTD | +75.2% | -14.3% | +89.5% | +85.3% |
| 1Y | +107.5% | -11.8% | +119.3% | +115.7% |
| 3Y | +226.8% | +52.0% | +174.8% | +162.2% |
| 5Y | +251.2% | +128.8% | +122.4% | +135.7% |
| All | +1,537.1% | +547.7% | +989.4% | +646.6% |
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 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