+12,772.9%
TDG vs BG
+274.9%
+12,498.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -2.7% | +3.7% | -6.4% | -3.8% |
| 30D | -9.3% | +12.3% | -21.6% | -12.7% |
| 3M | -7.1% | -2.2% | -4.8% | -7.1% |
| 6M | -11.2% | +5.3% | -16.5% | -13.9% |
| YTD | -15.3% | +42.4% | -57.7% | -25.8% |
| 1Y | -12.5% | +55.2% | -67.7% | -26.2% |
| 3Y | +51.2% | +21.0% | +30.2% | +35.1% |
| 5Y | +126.1% | +87.1% | +39.0% | +69.6% |
| 10Y | +536.2% | +169.8% | +366.4% | +297.9% |
| All | +12,772.9% | +274.9% | +12,498.0% | +6,816.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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