+126.5%
TDG vs AR
+148.2%
-21.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -2.4% | -1.2% | -1.2% | -2.3% |
| 30D | -8.0% | +5.5% | -13.5% | -8.7% |
| 3M | -10.5% | +12.9% | -23.3% | -12.2% |
| 6M | -11.9% | +0.1% | -12.0% | -12.5% |
| YTD | -15.4% | +13.5% | -28.9% | -17.9% |
| 1Y | -14.2% | +21.6% | -35.8% | -18.1% |
| 3Y | +51.0% | +46.0% | +5.1% | +36.8% |
| 5Y | +126.5% | +143.7% | -17.3% | +96.3% |
| All | +126.5% | +148.2% | -21.8% | +96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling