+50.2%
TDG vs AG
+260.2%
-210.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +0.3% |
| 7D | -2.7% | -5.8% | +3.1% | -2.5% |
| 30D | -9.3% | +6.4% | -15.6% | -9.5% |
| 3M | -7.1% | +28.4% | -35.4% | -8.1% |
| 6M | -11.2% | -24.5% | +13.3% | -10.8% |
| YTD | -15.3% | +21.2% | -36.4% | -16.3% |
| 1Y | -12.5% | +114.1% | -126.6% | -15.7% |
| All | +50.2% | +260.2% | -210.0% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling