+53.7%
TDG vs FIVE
+59.0%
-5.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.5% |
| 7D | -0.9% | +3.7% | -4.6% | -1.2% |
| 30D | -6.5% | +4.0% | -10.5% | -6.8% |
| 3M | -5.1% | +36.2% | -41.3% | -7.4% |
| 6M | -11.5% | +18.0% | -29.6% | -12.9% |
| YTD | -13.9% | +34.9% | -48.8% | -16.0% |
| 1Y | -11.5% | +67.9% | -79.4% | -15.1% |
| 3Y | +53.7% | +57.3% | -3.7% | +38.8% |
| All | +53.7% | +59.0% | -5.4% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling