+244.6%
TDG vs ALC
+24.0%
+220.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.4% |
| 7D | -2.0% | -2.1% | +0.1% | -1.0% |
| 30D | -7.4% | -0.1% | -7.3% | -7.5% |
| 3M | -5.4% | +5.9% | -11.3% | -8.4% |
| 6M | -11.6% | -15.9% | +4.3% | -4.7% |
| YTD | -12.6% | -10.1% | -2.5% | -9.1% |
| 1Y | -9.3% | -10.2% | +0.9% | -6.2% |
| 3Y | +49.2% | -13.6% | +62.7% | +51.8% |
| 5Y | +132.1% | -15.1% | +147.3% | +133.3% |
| All | +244.6% | +24.0% | +220.6% | +164.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling