+537.0%
TDG vs AME
+445.1%
+91.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | -1.2% |
| 7D | -1.9% | +1.7% | -3.6% | -3.2% |
| 30D | -7.7% | -6.4% | -1.3% | -3.2% |
| 3M | -9.3% | +7.1% | -16.4% | -14.4% |
| 6M | -9.4% | +8.2% | -17.5% | -15.3% |
| YTD | -14.3% | +18.2% | -32.4% | -25.4% |
| 1Y | -11.8% | +26.7% | -38.6% | -27.7% |
| 3Y | +52.0% | +60.7% | -8.7% | -0.1% |
| 5Y | +128.8% | +91.6% | +37.3% | +29.2% |
| All | +537.0% | +445.1% | +91.9% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling