+596.2%
TDG vs ES
+96.6%
+499.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.2% | -3.6% |
| 7D | +1.2% | -1.1% | +2.2% | +1.5% |
| 30D | +8.1% | +8.2% | -0.1% | +5.5% |
| 3M | -2.6% | +0.6% | -3.2% | -3.0% |
| 6M | +1.0% | +6.0% | -5.0% | -1.0% |
| YTD | -9.5% | +9.3% | -18.9% | -12.5% |
| 1Y | -8.0% | +1.1% | -9.2% | -9.2% |
| 3Y | +41.8% | +51.9% | -10.1% | +19.3% |
| 5Y | +125.1% | +6.5% | +118.7% | +115.0% |
| All | +596.2% | +96.6% | +499.6% | +458.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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