-11.2%
TDG vs AU
-3.1%
-8.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.6% |
| 7D | -2.7% | -7.0% | +4.3% | -1.8% |
| 30D | -9.3% | +7.3% | -16.6% | -10.5% |
| 3M | -7.1% | +33.2% | -40.3% | -12.3% |
| 6M | -11.2% | -0.6% | -10.5% | -11.5% |
| All | -11.2% | -3.1% | -8.1% | -11.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling