+126.1%
TDG vs A
-16.6%
+142.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | -2.7% | -4.6% | +1.9% | -1.1% |
| 30D | -9.3% | -4.3% | -5.0% | -8.1% |
| 3M | -7.1% | +8.9% | -16.0% | -10.1% |
| 6M | -11.2% | +24.5% | -35.7% | -18.4% |
| YTD | -15.3% | +5.8% | -21.1% | -17.8% |
| 1Y | -12.5% | +16.2% | -28.7% | -18.3% |
| 3Y | +51.2% | +28.5% | +22.7% | +29.9% |
| 5Y | +126.1% | -16.3% | +142.5% | +114.3% |
| All | +126.1% | -16.6% | +142.7% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling