+136.6%
TDG vs COMP
-31.2%
+167.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.0% |
| 3M | -5.4% | +41.1% | -46.5% | -9.0% |
| 6M | -11.6% | +17.2% | -28.8% | -14.1% |
| YTD | -12.6% | +5.2% | -17.8% | -14.4% |
| 1Y | -9.3% | +18.9% | -28.3% | -12.6% |
| 3Y | +49.2% | +215.9% | -166.7% | +24.5% |
| All | +136.6% | -31.2% | +167.8% | +118.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling