+13,805.5%
TDG vs ALL
+703.7%
+13,101.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | +1.7% | +5.0% | -3.3% | -0.5% |
| 30D | +9.7% | +13.3% | -3.6% | +3.9% |
| 3M | -2.3% | +3.2% | -5.5% | -4.0% |
| 6M | +1.3% | +25.3% | -24.0% | -9.1% |
| YTD | -8.5% | +30.5% | -38.9% | -19.8% |
| 1Y | -8.1% | +29.2% | -37.3% | -19.2% |
| 3Y | +43.4% | +119.1% | -75.7% | -2.2% |
| 5Y | +127.8% | +162.6% | -34.8% | +39.7% |
| 10Y | +554.4% | +378.8% | +175.6% | +218.3% |
| All | +13,805.5% | +703.7% | +13,101.8% | +5,053.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling