+529.5%
TDG vs FIVE
+483.6%
+45.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.7% |
| 7D | -2.7% | +0.6% | -3.2% | -2.9% |
| 30D | -9.3% | +3.0% | -12.3% | -10.1% |
| 3M | -7.1% | +23.2% | -30.2% | -12.4% |
| 6M | -11.2% | +9.2% | -20.3% | -14.3% |
| YTD | -15.3% | +28.1% | -43.4% | -21.8% |
| 1Y | -12.5% | +65.3% | -77.7% | -24.9% |
| 3Y | +51.2% | +49.4% | +1.8% | +23.8% |
| 5Y | +126.1% | +29.5% | +96.6% | +86.1% |
| All | +529.5% | +483.6% | +45.8% | +279.9% |
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