+50.2%
TDG vs EAT
+585.9%
-535.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -2.7% | -6.2% | +3.5% | -1.8% |
| 30D | -9.3% | -3.0% | -6.2% | -9.0% |
| 3M | -7.1% | +45.6% | -52.7% | -12.4% |
| 6M | -11.2% | +53.5% | -64.7% | -17.1% |
| YTD | -15.3% | +49.6% | -64.9% | -20.9% |
| 1Y | -12.5% | +38.9% | -51.4% | -17.6% |
| All | +50.2% | +585.9% | -535.7% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling