+537.0%
TDG vs ET
+177.0%
+360.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | -1.9% | +0.2% | -2.1% | -2.0% |
| 30D | -7.7% | +2.9% | -10.6% | -8.8% |
| 3M | -9.3% | +16.8% | -26.1% | -15.3% |
| 6M | -9.4% | +18.9% | -28.3% | -16.3% |
| YTD | -14.3% | +37.7% | -52.0% | -25.8% |
| 1Y | -11.8% | +32.4% | -44.3% | -22.6% |
| 3Y | +52.0% | +99.5% | -47.5% | +9.5% |
| 5Y | +128.8% | +244.0% | -115.1% | +28.2% |
| All | +537.0% | +177.0% | +360.0% | +232.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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