+13,174.6%
TDG vs DRI
+984.0%
+12,190.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -2.0% | +0.6% | -2.6% | -2.3% |
| 30D | -7.4% | +3.8% | -11.2% | -9.1% |
| 3M | -5.4% | +13.0% | -18.4% | -10.5% |
| 6M | -11.6% | +8.3% | -20.0% | -15.0% |
| YTD | -12.6% | +20.6% | -33.2% | -20.2% |
| 1Y | -9.3% | +6.5% | -15.8% | -13.2% |
| 3Y | +49.2% | +53.7% | -4.5% | +18.9% |
| 5Y | +132.1% | +72.7% | +59.5% | +74.3% |
| 10Y | +544.8% | +363.2% | +181.7% | +199.1% |
| All | +13,174.6% | +984.0% | +12,190.6% | +3,510.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling