+537.0%
TDG vs AA
+122.9%
+414.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.9% | -3.4% | +1.6% | -1.2% |
| 30D | -7.7% | -5.8% | -1.9% | -6.7% |
| 3M | -9.3% | -29.9% | +20.6% | -2.6% |
| 6M | -9.4% | -27.0% | +17.6% | -4.6% |
| YTD | -14.3% | -8.7% | -5.5% | -15.2% |
| 1Y | -11.8% | +50.6% | -62.5% | -23.7% |
| 3Y | +52.0% | +74.1% | -22.1% | +17.5% |
| 5Y | +128.8% | +2.6% | +126.2% | +86.8% |
| All | +537.0% | +122.9% | +414.1% | +198.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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