+144.2%
TDG vs COMP
-53.0%
+197.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.4% | +8.0% | +1.3% |
| 7D | +1.4% | +7.2% | -5.7% | +0.5% |
| 30D | +10.6% | +6.4% | +4.2% | +9.6% |
| 3M | +0.2% | -19.4% | +19.6% | +2.1% |
| 6M | +0.9% | +14.6% | -13.7% | -1.3% |
| YTD | -7.8% | -5.5% | -2.4% | -9.0% |
| 1Y | -4.9% | +13.7% | -18.6% | -7.9% |
| 3Y | +44.5% | +409.7% | -365.2% | +14.2% |
| 5Y | +117.7% | -17.0% | +134.7% | +95.7% |
| All | +144.2% | -53.0% | +197.2% | +132.5% |
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