+1,952.1%
TDG vs FIVE
+875.3%
+1,076.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -0.9% | +3.7% | -4.6% | -1.7% |
| 30D | -6.5% | +4.0% | -10.5% | -7.5% |
| 3M | -5.1% | +36.2% | -41.3% | -11.8% |
| 6M | -11.5% | +18.0% | -29.6% | -15.8% |
| YTD | -13.9% | +34.9% | -48.8% | -20.5% |
| 1Y | -11.5% | +67.9% | -79.4% | -22.7% |
| 3Y | +53.7% | +57.3% | -3.7% | +27.6% |
| 5Y | +135.5% | +39.5% | +96.0% | +95.7% |
| 10Y | +535.2% | +496.4% | +38.8% | +296.1% |
| All | +1,952.1% | +875.3% | +1,076.8% | +1,130.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling