-8.0%
TDG vs D
+15.2%
-23.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.2% |
| 7D | +1.2% | -3.1% | +4.2% | +1.7% |
| 30D | +8.1% | +8.4% | -0.2% | +6.8% |
| 3M | -2.6% | +0.2% | -2.9% | -2.8% |
| 6M | +1.0% | +9.5% | -8.5% | -0.5% |
| YTD | -9.5% | +18.8% | -28.3% | -9.3% |
| 1Y | -8.0% | +14.7% | -22.7% | -7.6% |
| All | -8.0% | +15.2% | -23.2% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling