+53.7%
TDG vs ES
+33.1%
+20.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | -0.9% | +1.4% | -2.3% | -1.1% |
| 30D | -6.5% | -1.2% | -5.4% | -6.4% |
| 3M | -5.1% | +5.0% | -10.1% | -5.6% |
| 6M | -11.5% | -2.8% | -8.7% | -11.4% |
| YTD | -13.9% | +8.6% | -22.5% | -14.7% |
| 1Y | -11.5% | +18.9% | -30.4% | -13.3% |
| 3Y | +53.7% | +32.1% | +21.5% | +48.5% |
| All | +53.7% | +33.1% | +20.5% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling