+537.0%
TDG vs EAT
+374.9%
+162.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | -1.9% | -7.7% | +5.8% | +0.5% |
| 30D | -7.7% | -13.6% | +5.9% | -3.8% |
| 3M | -9.3% | +33.9% | -43.2% | -17.6% |
| 6M | -9.4% | +47.2% | -56.6% | -20.9% |
| YTD | -14.3% | +48.1% | -62.3% | -25.8% |
| 1Y | -11.8% | +33.7% | -45.5% | -22.1% |
| 3Y | +52.0% | +595.8% | -543.8% | -26.7% |
| 5Y | +128.8% | +314.4% | -185.5% | +23.2% |
| All | +537.0% | +374.9% | +162.0% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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