+128.2%
TDG vs COMP
-49.4%
+177.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.9% | -1.1% |
| 7D | -0.9% | +4.1% | -5.0% | -1.3% |
| 30D | -6.5% | -14.5% | +8.0% | -5.0% |
| 3M | -5.1% | +41.8% | -46.9% | -8.7% |
| 6M | -11.5% | +23.6% | -35.1% | -14.3% |
| YTD | -13.9% | +1.7% | -15.6% | -15.3% |
| 1Y | -11.5% | +12.6% | -24.0% | -14.1% |
| 3Y | +53.7% | +221.9% | -168.2% | +28.2% |
| 5Y | +135.5% | -28.1% | +163.7% | +113.5% |
| All | +128.2% | -49.4% | +177.6% | +116.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling