+126.1%
TDG vs AA
+5.3%
+120.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +4.9% | +0.8% |
| 7D | -2.7% | -5.4% | +2.7% | -2.0% |
| 30D | -9.3% | -10.7% | +1.4% | -8.0% |
| 3M | -7.1% | -26.2% | +19.1% | -3.4% |
| 6M | -11.2% | -20.9% | +9.8% | -9.3% |
| YTD | -15.3% | -8.6% | -6.6% | -15.8% |
| 1Y | -12.5% | +57.4% | -69.9% | -20.9% |
| 3Y | +51.2% | +77.8% | -26.6% | +27.1% |
| 5Y | +126.1% | +2.7% | +123.5% | +103.5% |
| All | +126.1% | +5.3% | +120.8% | +103.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling