+125.9%
TDG vs ALM
+958.0%
-832.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.6% |
| 7D | -2.4% | +3.6% | -6.1% | -2.6% |
| 30D | -8.0% | +33.8% | -41.8% | -9.0% |
| 3M | -10.5% | +14.8% | -25.2% | -11.2% |
| 6M | -11.9% | -7.0% | -5.0% | -12.3% |
| YTD | -15.4% | +108.1% | -123.4% | -17.9% |
| 1Y | -14.2% | +313.8% | -328.0% | -19.1% |
| 3Y | +51.0% | +2,227.6% | -2,176.6% | +27.0% |
| All | +125.9% | +958.0% | -832.1% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling