+604.5%
TDG vs D
+48.0%
+556.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +1.7% | -1.4% | +3.1% | +2.1% |
| 30D | +9.7% | +7.7% | +1.9% | +7.1% |
| 3M | -2.3% | -0.3% | -2.0% | -2.4% |
| 6M | +1.3% | +10.1% | -8.7% | -1.9% |
| YTD | -8.5% | +19.1% | -27.5% | -13.7% |
| 1Y | -8.1% | +15.9% | -24.0% | -12.8% |
| 3Y | +43.4% | +75.0% | -31.6% | +16.9% |
| 5Y | +127.8% | +13.4% | +114.4% | +115.5% |
| All | +604.5% | +48.0% | +556.4% | +527.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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