+135.5%
TDG vs ALLE
+17.0%
+118.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | -0.9% | +2.8% | -3.7% | -2.1% |
| 30D | -6.5% | -7.6% | +1.1% | -3.2% |
| 3M | -5.1% | +22.8% | -27.8% | -13.8% |
| 6M | -11.5% | +4.6% | -16.1% | -13.9% |
| YTD | -13.9% | -1.2% | -12.7% | -14.7% |
| 1Y | -11.5% | -9.1% | -2.3% | -9.1% |
| 3Y | +53.7% | +50.0% | +3.7% | +19.0% |
| 5Y | +135.5% | +15.2% | +120.3% | +95.4% |
| All | +135.5% | +17.0% | +118.5% | +95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling