+21.9%
TDG vs AS
+125.3%
-103.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -3.0% |
| 7D | +1.2% | -3.6% | +4.8% | +1.7% |
| 30D | +8.1% | +3.4% | +4.8% | +7.7% |
| 3M | -2.6% | -8.6% | +6.0% | -1.7% |
| 6M | +1.0% | -10.0% | +11.0% | +2.0% |
| YTD | -9.5% | -19.2% | +9.6% | -7.8% |
| 1Y | -8.0% | -3.8% | -4.2% | -7.6% |
| All | +21.9% | +125.3% | -103.4% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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