+1,522.8%
TDG vs ALM
+7,705.7%
-6,183.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.4% |
| 7D | -2.0% | -2.6% | +0.6% | -2.0% |
| 30D | -7.4% | +32.0% | -39.4% | -7.5% |
| 3M | -5.4% | -15.0% | +9.7% | -5.4% |
| 6M | -11.6% | -10.1% | -1.5% | -11.7% |
| YTD | -12.6% | +99.4% | -112.1% | -12.8% |
| 1Y | -9.3% | +316.4% | -325.7% | -9.7% |
| 3Y | +49.2% | +2,022.0% | -1,972.8% | +48.0% |
| 5Y | +132.1% | +941.2% | -809.0% | +130.4% |
| 10Y | +544.8% | +2,950.3% | -2,405.5% | +539.1% |
| All | +1,522.8% | +7,705.7% | -6,183.0% | +1,513.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling