+537.0%
TDG vs EXEL
+375.2%
+161.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.6% |
| 7D | -1.9% | -4.9% | +3.0% | -1.1% |
| 30D | -7.7% | +11.4% | -19.1% | -9.4% |
| 3M | -9.3% | +4.9% | -14.2% | -10.3% |
| 6M | -9.4% | +34.4% | -43.8% | -14.3% |
| YTD | -14.3% | +28.0% | -42.3% | -18.4% |
| 1Y | -11.8% | +43.6% | -55.5% | -18.1% |
| 3Y | +52.0% | +155.2% | -103.2% | +23.7% |
| 5Y | +128.8% | +181.2% | -52.3% | +80.0% |
| All | +537.0% | +375.2% | +161.8% | +370.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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