+13,642.4%
TDG vs D
+330.7%
+13,311.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.0% |
| 7D | +1.2% | -3.1% | +4.2% | +2.4% |
| 30D | +8.1% | +8.4% | -0.2% | +4.5% |
| 3M | -2.6% | +0.2% | -2.9% | -2.9% |
| 6M | +1.0% | +9.5% | -8.5% | -3.1% |
| YTD | -9.5% | +18.8% | -28.3% | -16.4% |
| 1Y | -8.0% | +14.7% | -22.7% | -13.9% |
| 3Y | +41.8% | +72.9% | -31.1% | +8.4% |
| 5Y | +125.1% | +13.1% | +112.0% | +105.7% |
| 10Y | +546.7% | +47.2% | +499.6% | +391.7% |
| All | +13,642.4% | +330.7% | +13,311.7% | +5,550.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling