+604.5%
TDG vs AR
+57.4%
+547.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +1.7% | +7.4% | -5.7% | +0.7% |
| 30D | +9.7% | +5.8% | +3.9% | +8.7% |
| 3M | -2.3% | +5.2% | -7.5% | -3.3% |
| 6M | +1.3% | +5.4% | -4.1% | -0.1% |
| YTD | -8.5% | +12.4% | -20.9% | -11.1% |
| 1Y | -8.1% | +12.8% | -20.9% | -11.0% |
| 3Y | +43.4% | +47.2% | -3.8% | +31.1% |
| 5Y | +127.8% | +101.1% | +26.6% | +94.2% |
| All | +604.5% | +57.4% | +547.1% | +411.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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