+12,926.4%
TDG vs AU
+166.7%
+12,759.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | -1.9% | -4.3% | +2.4% | -1.5% |
| 30D | -7.7% | +7.3% | -15.0% | -8.4% |
| 3M | -9.3% | +26.3% | -35.6% | -11.3% |
| 6M | -9.4% | +1.8% | -11.1% | -10.1% |
| YTD | -14.3% | +26.8% | -41.1% | -16.7% |
| 1Y | -11.8% | +66.7% | -78.5% | -16.6% |
| 3Y | +52.0% | +579.1% | -527.1% | +24.9% |
| 5Y | +128.8% | +689.3% | -560.5% | +82.6% |
| 10Y | +543.8% | +686.6% | -142.8% | +383.2% |
| All | +12,926.4% | +166.7% | +12,759.7% | +8,701.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling