-9.3%
TDG vs COMP
+22.2%
-31.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | -2.0% | +1.4% | -3.4% | -2.2% |
| 30D | -7.4% | -13.3% | +5.9% | -5.6% |
| 3M | -5.4% | +41.1% | -46.5% | -9.8% |
| 6M | -11.6% | +17.2% | -28.8% | -15.8% |
| YTD | -12.6% | +5.2% | -17.8% | -16.0% |
| 1Y | -9.3% | +18.9% | -28.3% | -13.8% |
| All | -9.3% | +22.2% | -31.5% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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