+537.0%
TDG vs D
+36.8%
+500.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.5% |
| 7D | -1.9% | -2.2% | +0.4% | -1.2% |
| 30D | -7.7% | -4.5% | -3.2% | -6.4% |
| 3M | -9.3% | -2.5% | -6.8% | -8.7% |
| 6M | -9.4% | +5.5% | -14.9% | -11.1% |
| YTD | -14.3% | +13.3% | -27.5% | -17.9% |
| 1Y | -11.8% | +11.8% | -23.7% | -15.4% |
| 3Y | +52.0% | +56.7% | -4.7% | +28.0% |
| 5Y | +128.8% | +4.3% | +124.6% | +122.4% |
| All | +537.0% | +36.8% | +500.2% | +478.8% |
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