-11.8%
TDG vs ALL
+29.5%
-41.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | -1.9% | -2.3% | +0.4% | -1.6% |
| 30D | -7.7% | -0.4% | -7.3% | -7.6% |
| 3M | -9.3% | +16.0% | -25.4% | -10.3% |
| 6M | -9.4% | +24.6% | -34.0% | -11.3% |
| YTD | -14.3% | +23.7% | -37.9% | -15.8% |
| 1Y | -11.8% | +27.7% | -39.6% | -13.3% |
| All | -11.8% | +29.5% | -41.4% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling