+12,759.1%
TDG vs ETR
+573.7%
+12,185.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.1% |
| 7D | -2.4% | +0.4% | -2.8% | -2.6% |
| 30D | -8.0% | +2.0% | -10.0% | -8.9% |
| 3M | -10.5% | -1.7% | -8.8% | -10.0% |
| 6M | -11.9% | +3.6% | -15.5% | -14.0% |
| YTD | -15.4% | +18.0% | -33.4% | -22.6% |
| 1Y | -14.2% | +26.2% | -40.4% | -24.3% |
| 3Y | +51.0% | +148.0% | -97.0% | -7.0% |
| 5Y | +126.5% | +126.1% | +0.4% | +43.9% |
| 10Y | +535.6% | +302.3% | +233.3% | +212.2% |
| All | +12,759.1% | +573.7% | +12,185.5% | +5,141.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling