+13,174.6%
TDG vs D
+320.1%
+12,854.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -2.0% | +1.5% | -3.5% | -2.6% |
| 30D | -7.4% | -2.6% | -4.8% | -6.4% |
| 3M | -5.4% | 0.0% | -5.4% | -5.5% |
| 6M | -11.6% | +7.4% | -19.0% | -14.5% |
| YTD | -12.6% | +15.9% | -28.5% | -18.3% |
| 1Y | -9.3% | +18.1% | -27.5% | -16.2% |
| 3Y | +49.2% | +58.4% | -9.2% | +18.3% |
| 5Y | +132.1% | +5.2% | +126.9% | +119.1% |
| 10Y | +544.8% | +35.9% | +509.0% | +410.7% |
| All | +13,174.6% | +320.1% | +12,854.5% | +5,423.2% |
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