+537.0%
TDG vs ACM
+134.0%
+403.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.6% |
| 7D | -1.9% | -4.6% | +2.7% | +0.7% |
| 30D | -7.7% | +4.1% | -11.8% | -10.1% |
| 3M | -9.3% | -8.3% | -1.0% | -6.3% |
| 6M | -9.4% | -30.1% | +20.7% | +8.3% |
| YTD | -14.3% | -32.6% | +18.4% | +3.6% |
| 1Y | -11.8% | -49.6% | +37.7% | +25.1% |
| 3Y | +52.0% | -23.0% | +75.0% | +61.6% |
| 5Y | +128.8% | +2.0% | +126.9% | +102.5% |
| All | +537.0% | +134.0% | +403.0% | +275.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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