+66.2%
T vs TDG
+123.4%
-57.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -2.4% | -2.7% | +0.2% | -2.1% |
| 30D | +4.3% | -9.3% | +13.6% | +5.6% |
| 3M | +11.6% | -7.1% | +18.6% | +12.5% |
| 6M | -5.6% | -11.2% | +5.6% | -4.4% |
| YTD | +6.6% | -15.3% | +21.8% | +8.4% |
| 1Y | -8.4% | -12.5% | +4.1% | -7.4% |
| 3Y | +107.8% | +51.2% | +56.6% | +84.9% |
| All | +66.2% | +123.4% | -57.2% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling