+130.4%
TDG vs D
+6.9%
+123.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.6% |
| 7D | -0.9% | +0.8% | -1.7% | -1.1% |
| 30D | -6.5% | -0.7% | -5.8% | -6.4% |
| 3M | -5.1% | +2.1% | -7.2% | -5.6% |
| 6M | -11.5% | +6.8% | -18.4% | -13.1% |
| YTD | -13.9% | +16.5% | -30.4% | -17.3% |
| 1Y | -11.5% | +19.2% | -30.6% | -15.5% |
| 3Y | +53.7% | +61.9% | -8.2% | +33.1% |
| All | +130.4% | +6.9% | +123.5% | +132.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling