+537.0%
TDG vs EFV
+169.9%
+367.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | 0.0% |
| 7D | -1.9% | -0.8% | -1.1% | -1.0% |
| 30D | -7.7% | +0.6% | -8.3% | -8.3% |
| 3M | -9.3% | +7.5% | -16.9% | -16.5% |
| 6M | -9.4% | +13.0% | -22.4% | -21.1% |
| YTD | -14.3% | +18.3% | -32.6% | -29.5% |
| 1Y | -11.8% | +26.7% | -38.6% | -33.2% |
| 3Y | +52.0% | +89.6% | -37.6% | -30.1% |
| 5Y | +128.8% | +98.2% | +30.6% | -0.1% |
| All | +537.0% | +169.9% | +367.1% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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