+596.2%
TDG vs FIVE
+505.3%
+90.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -1.9% | -3.0% |
| 7D | +1.2% | +2.4% | -1.3% | +0.5% |
| 30D | +8.1% | +15.8% | -7.7% | +4.1% |
| 3M | -2.6% | +3.8% | -6.4% | -3.9% |
| 6M | +1.0% | +18.5% | -17.5% | -4.5% |
| YTD | -9.5% | +31.2% | -40.8% | -17.2% |
| 1Y | -8.0% | +61.8% | -69.8% | -20.5% |
| 3Y | +41.8% | +39.9% | +1.9% | +19.0% |
| 5Y | +125.1% | +18.3% | +106.8% | +91.7% |
| All | +596.2% | +505.3% | +90.8% | +312.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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