+12,981.4%
TDG vs EL
+602.4%
+12,379.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.7% |
| 7D | -0.9% | +1.7% | -2.6% | -1.5% |
| 30D | -6.5% | +15.5% | -22.0% | -11.7% |
| 3M | -5.1% | +20.6% | -25.6% | -12.0% |
| 6M | -11.5% | +10.5% | -22.0% | -16.3% |
| YTD | -13.9% | -1.9% | -12.0% | -16.4% |
| 1Y | -11.5% | +16.1% | -27.5% | -20.0% |
| 3Y | +53.7% | -30.2% | +83.9% | +54.3% |
| 5Y | +135.5% | -67.4% | +202.9% | +220.7% |
| 10Y | +535.2% | +31.2% | +503.9% | +375.0% |
| All | +12,981.4% | +602.4% | +12,379.0% | +4,571.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling