+537.0%
TDG vs AG
+68.4%
+468.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.4% |
| 7D | -1.9% | -6.7% | +4.9% | -1.4% |
| 30D | -7.7% | +2.2% | -9.9% | -8.0% |
| 3M | -9.3% | +15.7% | -25.0% | -10.7% |
| 6M | -9.4% | -23.8% | +14.4% | -8.2% |
| YTD | -14.3% | +17.6% | -31.9% | -16.8% |
| 1Y | -11.8% | +88.6% | -100.5% | -18.4% |
| 3Y | +52.0% | +253.4% | -201.5% | +28.4% |
| 5Y | +128.8% | +62.4% | +66.4% | +103.5% |
| All | +537.0% | +68.4% | +468.6% | +445.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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