+126.5%
TDG vs ES
-4.5%
+131.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -8.0% | -1.0% | -7.0% | -7.8% |
| 3M | -10.5% | +1.5% | -11.9% | -10.8% |
| 6M | -11.9% | -3.5% | -8.4% | -11.4% |
| YTD | -15.4% | +7.0% | -22.3% | -16.9% |
| 1Y | -14.2% | +15.3% | -29.5% | -17.8% |
| 3Y | +51.0% | +30.2% | +20.8% | +38.0% |
| 5Y | +126.5% | -4.3% | +130.7% | +130.5% |
| All | +126.5% | -4.5% | +131.0% | +130.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling