+57.6%
TDG vs COMP
+353.8%
-296.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.7% | -10.1% | -0.3% |
| 7D | +4.4% | +13.4% | -9.1% | +3.1% |
| 30D | +9.2% | +11.1% | -1.9% | +8.0% |
| 3M | -5.2% | -18.8% | +13.7% | -3.7% |
| 6M | -2.9% | +10.5% | -13.4% | -4.3% |
| YTD | -10.0% | -3.4% | -6.6% | -11.3% |
| 1Y | -5.9% | +19.7% | -25.6% | -8.4% |
| 3Y | +57.6% | +381.6% | -324.0% | +56.1% |
| All | +57.6% | +353.8% | -296.2% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling