+604.5%
TDG vs ALL
+377.9%
+226.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | +1.7% | +5.0% | -3.3% | -0.9% |
| 30D | +9.7% | +13.3% | -3.6% | +2.6% |
| 3M | -2.3% | +3.2% | -5.5% | -4.4% |
| 6M | +1.3% | +25.3% | -24.0% | -11.6% |
| YTD | -8.5% | +30.5% | -38.9% | -22.6% |
| 1Y | -8.1% | +29.2% | -37.3% | -21.9% |
| 3Y | +43.4% | +119.1% | -75.7% | -14.8% |
| 5Y | +127.8% | +162.6% | -34.8% | +13.1% |
| All | +604.5% | +377.9% | +226.5% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling