+113.5%
TDG vs COMP
-17.6%
+131.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.7% | -10.1% | -0.5% |
| 7D | +4.4% | +13.4% | -9.1% | +2.9% |
| 30D | +9.2% | +11.1% | -1.9% | +7.7% |
| 3M | -5.2% | -18.8% | +13.7% | -3.4% |
| 6M | -2.9% | +10.5% | -13.4% | -4.7% |
| YTD | -10.0% | -3.4% | -6.6% | -11.3% |
| 1Y | -5.9% | +19.7% | -25.6% | -9.3% |
| 3Y | +57.6% | +381.6% | -324.0% | +24.3% |
| All | +113.5% | -17.6% | +131.1% | +116.7% |
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