+535.6%
TDG vs ALLE
+146.0%
+389.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -0.1% |
| 7D | -2.4% | -2.2% | -0.3% | -1.2% |
| 30D | -8.0% | -8.3% | +0.3% | -3.3% |
| 3M | -10.5% | +16.3% | -26.7% | -18.6% |
| 6M | -11.9% | +1.8% | -13.7% | -13.6% |
| YTD | -15.4% | -3.9% | -11.4% | -15.0% |
| 1Y | -14.2% | -10.0% | -4.2% | -10.7% |
| 3Y | +51.0% | +45.8% | +5.2% | +11.8% |
| 5Y | +126.5% | +13.3% | +113.2% | +93.7% |
| 10Y | +535.6% | +155.3% | +380.3% | +233.0% |
| All | +535.6% | +146.0% | +389.6% | +233.0% |
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