+126.5%
TDG vs FIVE
+35.6%
+90.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.2% |
| 7D | -2.4% | +1.7% | -4.1% | -2.7% |
| 30D | -8.0% | +5.0% | -13.0% | -8.8% |
| 3M | -10.5% | +29.5% | -40.0% | -14.6% |
| 6M | -11.9% | +12.4% | -24.3% | -14.4% |
| YTD | -15.4% | +31.2% | -46.5% | -20.0% |
| 1Y | -14.2% | +72.9% | -87.1% | -23.1% |
| 3Y | +51.0% | +53.0% | -2.0% | +34.5% |
| 5Y | +126.5% | +34.2% | +92.3% | +106.5% |
| All | +126.5% | +35.6% | +90.8% | +106.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling