+12,949.0%
TDG vs AG
+439.9%
+12,509.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.4% |
| 7D | -0.9% | +4.5% | -5.4% | -1.3% |
| 30D | -6.5% | +12.9% | -19.4% | -7.6% |
| 3M | -5.1% | +20.9% | -26.0% | -7.0% |
| 6M | -11.5% | -19.5% | +8.0% | -10.7% |
| YTD | -13.9% | +24.8% | -38.7% | -16.9% |
| 1Y | -11.5% | +120.2% | -131.7% | -19.3% |
| 3Y | +53.7% | +279.0% | -225.4% | +29.2% |
| 5Y | +135.5% | +67.9% | +67.6% | +108.5% |
| 10Y | +535.2% | +57.5% | +477.7% | +427.3% |
| All | +12,949.0% | +439.9% | +12,509.0% | +7,232.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling