+50.0%
TDG vs ALM
+2,150.5%
-2,100.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.6% |
| 7D | -2.4% | +3.6% | -6.1% | -2.5% |
| 30D | -8.0% | +33.8% | -41.8% | -8.6% |
| 3M | -10.5% | +14.8% | -25.2% | -10.9% |
| 6M | -11.9% | -7.0% | -5.0% | -12.2% |
| YTD | -15.4% | +108.1% | -123.4% | -16.3% |
| 1Y | -14.2% | +313.8% | -328.0% | -16.2% |
| All | +50.0% | +2,150.5% | -2,100.4% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling