-5.8%
TDG vs ALC
+4.2%
-10.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.8% | -6.1% | -0.8% |
| 7D | +7.1% | +10.7% | -3.6% | +4.6% |
| 30D | +11.4% | +20.2% | -8.8% | +6.9% |
| 3M | -4.6% | +8.9% | -13.5% | -6.4% |
| 6M | +5.8% | +5.7% | +0.1% | +3.1% |
| YTD | -8.5% | -1.4% | -7.1% | -8.6% |
| 1Y | -5.8% | +4.7% | -10.5% | -6.8% |
| All | -5.8% | +4.2% | -10.0% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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