+12,926.4%
TDG vs ET
+1,441.2%
+11,485.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | -1.9% | +0.2% | -2.1% | -1.9% |
| 30D | -7.7% | +2.9% | -10.6% | -8.4% |
| 3M | -9.3% | +16.8% | -26.1% | -13.3% |
| 6M | -9.4% | +18.9% | -28.3% | -14.0% |
| YTD | -14.3% | +37.7% | -52.0% | -22.0% |
| 1Y | -11.8% | +32.4% | -44.3% | -19.0% |
| 3Y | +52.0% | +99.5% | -47.5% | +23.4% |
| 5Y | +128.8% | +244.0% | -115.1% | +59.0% |
| 10Y | +543.8% | +172.1% | +371.7% | +335.8% |
| All | +12,926.4% | +1,441.2% | +11,485.2% | +4,167.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling