+124.3%
TDG vs ETR
+122.3%
+2.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -1.9% | -1.8% | -0.1% | -1.4% |
| 30D | -7.7% | -1.8% | -5.9% | -7.3% |
| 3M | -9.3% | -3.6% | -5.7% | -8.5% |
| 6M | -9.4% | +2.6% | -12.0% | -10.5% |
| YTD | -14.3% | +16.0% | -30.3% | -18.7% |
| 1Y | -11.8% | +20.1% | -32.0% | -17.5% |
| 3Y | +52.0% | +143.6% | -91.6% | +9.4% |
| All | +124.3% | +122.3% | +2.0% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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