+70.3%
T vs TDG
+547.7%
-477.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.8% |
| 7D | +1.5% | -1.9% | +3.3% | +1.8% |
| 30D | +7.5% | -7.7% | +15.2% | +9.1% |
| 3M | +14.8% | -9.3% | +24.1% | +16.8% |
| 6M | -1.7% | -9.4% | +7.6% | -0.4% |
| YTD | +8.7% | -14.3% | +22.9% | +11.1% |
| 1Y | -7.5% | -11.8% | +4.4% | -6.1% |
| 3Y | +110.2% | +52.0% | +58.3% | +86.7% |
| 5Y | +71.6% | +128.8% | -57.2% | +36.7% |
| All | +70.3% | +547.7% | -477.4% | +16.4% |
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