+1,415.7%
TDG vs AR
-27.2%
+1,443.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -2.0% | +2.5% | -4.5% | -2.3% |
| 30D | -7.4% | +14.8% | -22.2% | -9.0% |
| 3M | -5.4% | +6.2% | -11.6% | -6.4% |
| 6M | -11.6% | +4.3% | -15.9% | -12.7% |
| YTD | -12.6% | +14.4% | -27.0% | -14.9% |
| 1Y | -9.3% | +21.3% | -30.7% | -12.8% |
| 3Y | +49.2% | +39.8% | +9.4% | +38.4% |
| 5Y | +132.1% | +142.1% | -9.9% | +95.9% |
| 10Y | +544.8% | +52.0% | +492.8% | +355.6% |
| All | +1,415.7% | -27.2% | +1,443.0% | +1,015.3% |
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 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