+12,772.9%
TDG vs EFV
+192.1%
+12,580.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -2.7% | -2.0% | -0.7% | -1.1% |
| 30D | -9.3% | -0.2% | -9.1% | -9.1% |
| 3M | -7.1% | +9.1% | -16.2% | -13.4% |
| 6M | -11.2% | +11.7% | -22.8% | -18.7% |
| YTD | -15.3% | +17.0% | -32.3% | -25.6% |
| 1Y | -12.5% | +26.7% | -39.2% | -27.9% |
| 3Y | +51.2% | +90.2% | -38.9% | -11.2% |
| 5Y | +126.1% | +96.1% | +30.0% | +31.0% |
| 10Y | +536.2% | +164.5% | +371.7% | +206.5% |
| All | +12,772.9% | +192.1% | +12,580.7% | +5,367.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling