+128.1%
TDG vs AUR
-35.7%
+163.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.1% |
| 7D | -1.9% | +1.4% | -3.3% | -2.0% |
| 30D | -7.7% | -6.4% | -1.3% | -7.4% |
| 3M | -9.3% | +7.7% | -17.0% | -10.1% |
| 6M | -9.4% | +44.5% | -53.9% | -12.4% |
| YTD | -14.3% | +67.4% | -81.7% | -18.1% |
| 1Y | -11.8% | +15.4% | -27.3% | -13.9% |
| 3Y | +52.0% | +94.8% | -42.9% | +35.2% |
| 5Y | +128.8% | -35.1% | +163.9% | +89.0% |
| All | +128.1% | -35.7% | +163.8% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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