+1,523.9%
TDG vs AR
-29.4%
+1,553.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | 0.0% | +1.4% |
| 7D | +2.3% | +2.1% | +0.2% | +2.0% |
| 30D | +11.2% | +4.5% | +6.7% | +10.4% |
| 3M | +0.2% | +1.0% | -0.8% | -0.2% |
| 6M | +3.9% | +4.4% | -0.6% | +2.7% |
| YTD | -6.4% | +10.9% | -17.3% | -8.7% |
| 1Y | -3.8% | +8.6% | -12.3% | -6.1% |
| 3Y | +46.8% | +48.5% | -1.8% | +34.9% |
| 5Y | +128.3% | +95.7% | +32.5% | +98.0% |
| 10Y | +569.3% | +55.5% | +513.8% | +372.0% |
| All | +1,523.9% | -29.4% | +1,553.4% | +1,096.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling