+537.0%
TDG vs DRI
+353.8%
+183.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.6% |
| 7D | -1.9% | -3.2% | +1.4% | -0.3% |
| 30D | -7.7% | -7.8% | +0.1% | -4.0% |
| 3M | -9.3% | +0.4% | -9.7% | -9.8% |
| 6M | -9.4% | +4.8% | -14.2% | -12.0% |
| YTD | -14.3% | +16.7% | -31.0% | -21.7% |
| 1Y | -11.8% | +1.5% | -13.3% | -14.2% |
| 3Y | +52.0% | +56.3% | -4.3% | +14.4% |
| 5Y | +128.8% | +66.4% | +62.4% | +64.0% |
| All | +537.0% | +353.8% | +183.1% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling