+12,981.4%
TDG vs A
+573.0%
+12,408.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.2% |
| 7D | -0.9% | -2.1% | +1.1% | 0.0% |
| 30D | -6.5% | +0.6% | -7.1% | -7.0% |
| 3M | -5.1% | +10.9% | -16.0% | -10.0% |
| 6M | -11.5% | +28.2% | -39.7% | -22.3% |
| YTD | -13.9% | +8.6% | -22.5% | -18.6% |
| 1Y | -11.5% | +15.5% | -27.0% | -19.2% |
| 3Y | +53.7% | +31.8% | +21.8% | +26.3% |
| 5Y | +135.5% | -14.9% | +150.4% | +134.3% |
| 10Y | +535.2% | +237.8% | +297.4% | +219.5% |
| All | +12,981.4% | +573.0% | +12,408.5% | +3,800.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling