+1,349.6%
TDG vs ALLE
+260.9%
+1,088.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.2% |
| 7D | -2.0% | -0.2% | -1.8% | -1.9% |
| 30D | -7.4% | -6.8% | -0.6% | -3.8% |
| 3M | -5.4% | +21.0% | -26.4% | -15.4% |
| 6M | -11.6% | +1.1% | -12.7% | -12.9% |
| YTD | -12.6% | -0.5% | -12.1% | -13.9% |
| 1Y | -9.3% | -7.3% | -2.1% | -7.4% |
| 3Y | +49.2% | +42.3% | +6.9% | +15.0% |
| 5Y | +132.1% | +13.5% | +118.7% | +100.8% |
| 10Y | +544.8% | +144.0% | +400.8% | +269.8% |
| All | +1,349.6% | +260.9% | +1,088.7% | +624.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling