+52.0%
TDG vs DD
+41.1%
+10.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -1.9% | -3.5% | +1.6% | -1.1% |
| 30D | -7.7% | -11.7% | +3.9% | -5.0% |
| 3M | -9.3% | -9.2% | -0.1% | -7.4% |
| 6M | -9.4% | -7.2% | -2.2% | -8.1% |
| YTD | -14.3% | +6.6% | -20.9% | -16.0% |
| 1Y | -11.8% | +32.0% | -43.8% | -18.3% |
| 3Y | +52.0% | +42.1% | +9.8% | +37.5% |
| All | +52.0% | +41.1% | +10.8% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 3y: compounded portfolio wealth divided by compounded DD 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…
3y analysis · Full analysis span regression · 6 months rolling