+537.0%
TDG vs EL
+26.1%
+510.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | -1.9% | -6.5% | +4.6% | +0.2% |
| 30D | -7.7% | +11.1% | -18.8% | -11.3% |
| 3M | -9.3% | +10.7% | -20.0% | -13.0% |
| 6M | -9.4% | +6.9% | -16.2% | -12.9% |
| YTD | -14.3% | -6.3% | -8.0% | -15.2% |
| 1Y | -11.8% | +13.5% | -25.3% | -19.3% |
| 3Y | +52.0% | -33.1% | +85.0% | +57.9% |
| 5Y | +128.8% | -68.8% | +197.6% | +241.9% |
| All | +537.0% | +26.1% | +510.8% | +445.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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