-11.8%
TDG vs AG
+110.7%
-122.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.3% |
| 7D | -1.9% | -6.7% | +4.9% | -1.7% |
| 30D | -7.7% | +2.2% | -9.9% | -7.8% |
| 3M | -9.3% | +15.7% | -25.0% | -9.9% |
| 6M | -9.4% | -23.8% | +14.4% | -9.7% |
| YTD | -14.3% | +17.6% | -31.9% | -14.0% |
| 1Y | -11.8% | +88.6% | -100.5% | -13.4% |
| All | -11.8% | +110.7% | -122.6% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling