+52.0%
TDG vs DRI
+54.5%
-2.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.9% |
| 7D | -1.9% | -3.2% | +1.4% | -1.0% |
| 30D | -7.7% | -7.8% | +0.1% | -5.8% |
| 3M | -9.3% | +0.4% | -9.7% | -9.6% |
| 6M | -9.4% | +4.8% | -14.2% | -10.7% |
| YTD | -14.3% | +16.7% | -31.0% | -17.9% |
| 1Y | -11.8% | +1.5% | -13.3% | -12.7% |
| 3Y | +52.0% | +56.3% | -4.3% | +32.6% |
| All | +52.0% | +54.5% | -2.5% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling