+1,499.2%
TDG vs ALM
+8,394.4%
-6,895.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.8% | -10.3% | -1.5% |
| 7D | -0.9% | +8.4% | -9.3% | -0.9% |
| 30D | -6.5% | +34.8% | -41.4% | -6.6% |
| 3M | -5.1% | +16.2% | -21.3% | -5.1% |
| 6M | -11.5% | +2.1% | -13.7% | -11.6% |
| YTD | -13.9% | +117.0% | -130.9% | -14.1% |
| 1Y | -11.5% | +313.9% | -325.3% | -11.8% |
| 3Y | +53.7% | +2,327.9% | -2,274.3% | +52.3% |
| 5Y | +135.5% | +1,040.6% | -905.1% | +133.7% |
| 10Y | +535.2% | +3,219.4% | -2,684.3% | +529.4% |
| All | +1,499.2% | +8,394.4% | -6,895.2% | +1,489.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ALM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling