+124.0%
TDG vs ALC
-9.1%
+133.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | -0.1% |
| 7D | +1.7% | -1.1% | +2.8% | +2.1% |
| 30D | +9.7% | +16.0% | -6.4% | +3.2% |
| 3M | -2.3% | +0.8% | -3.1% | -2.9% |
| 6M | +1.3% | +16.8% | -15.5% | -5.5% |
| YTD | -8.5% | -5.5% | -3.0% | -7.4% |
| 1Y | -8.1% | -5.3% | -2.9% | -7.4% |
| 3Y | +43.4% | +4.1% | +39.3% | +31.7% |
| All | +124.0% | -9.1% | +133.1% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling