+569.3%
TDG vs ALLE
+212.2%
+357.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | +1.1% |
| 7D | +2.3% | -0.8% | +3.1% | +2.8% |
| 30D | +11.2% | +27.4% | -16.2% | -3.8% |
| 3M | +0.2% | +13.8% | -13.6% | -7.6% |
| 6M | +3.9% | +45.5% | -41.6% | -17.7% |
| YTD | -6.4% | +21.4% | -27.8% | -18.4% |
| 1Y | -3.8% | +15.4% | -19.1% | -13.7% |
| 3Y | +46.8% | +91.7% | -45.0% | -8.4% |
| 5Y | +128.3% | +54.5% | +73.7% | +60.7% |
| 10Y | +569.3% | +210.5% | +358.8% | +212.1% |
| All | +569.3% | +212.2% | +357.1% | +212.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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