+12,981.4%
TDG vs ALL
+661.1%
+12,320.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.5% |
| 7D | -0.9% | -1.7% | +0.8% | -0.2% |
| 30D | -6.5% | -4.7% | -1.9% | -4.7% |
| 3M | -5.1% | +18.4% | -23.4% | -12.2% |
| 6M | -11.5% | +20.5% | -32.0% | -19.1% |
| YTD | -13.9% | +23.5% | -37.4% | -22.5% |
| 1Y | -11.5% | +29.0% | -40.4% | -21.9% |
| 3Y | +53.7% | +153.7% | -100.1% | -1.9% |
| 5Y | +135.5% | +114.8% | +20.7% | +58.1% |
| 10Y | +535.2% | +356.1% | +179.0% | +216.4% |
| All | +12,981.4% | +661.1% | +12,320.3% | +4,880.2% |
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