-5.8%
TDG vs AU
+42.5%
-48.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.0% | -7.3% | +0.2% |
| 7D | +7.1% | +0.8% | +6.3% | +6.9% |
| 30D | +11.4% | -7.0% | +18.3% | +11.7% |
| 3M | -4.6% | +8.5% | -13.1% | -5.8% |
| 6M | +5.8% | -1.3% | +7.1% | +5.0% |
| YTD | -8.5% | +6.8% | -15.3% | -8.6% |
| 1Y | -5.8% | +44.6% | -50.4% | -5.6% |
| All | -5.8% | +42.5% | -48.3% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling