+537.0%
TDG vs A
+256.4%
+280.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | 0.0% |
| 7D | -1.9% | -2.6% | +0.7% | -0.7% |
| 30D | -7.7% | -0.9% | -6.8% | -7.5% |
| 3M | -9.3% | +13.6% | -23.0% | -15.1% |
| 6M | -9.4% | +27.8% | -37.2% | -20.4% |
| YTD | -14.3% | +8.6% | -22.9% | -18.9% |
| 1Y | -11.8% | +16.9% | -28.7% | -20.0% |
| 3Y | +52.0% | +32.9% | +19.1% | +22.4% |
| 5Y | +128.8% | -14.1% | +142.9% | +130.6% |
| All | +537.0% | +256.4% | +280.6% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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