+2,081.3%
TDG vs FIVE
+846.9%
+1,234.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +1.7% | +2.7% | -1.0% | +1.1% |
| 30D | +9.7% | +12.7% | -3.0% | +6.8% |
| 3M | -2.3% | +2.1% | -4.4% | -3.1% |
| 6M | +1.3% | +17.5% | -16.2% | -3.3% |
| YTD | -8.5% | +31.0% | -39.4% | -15.1% |
| 1Y | -8.1% | +67.7% | -75.9% | -19.5% |
| 3Y | +43.4% | +43.4% | 0.0% | +22.0% |
| 5Y | +127.8% | +18.1% | +109.7% | +97.4% |
| 10Y | +554.4% | +508.8% | +45.6% | +308.1% |
| All | +2,081.3% | +846.9% | +1,234.4% | +1,214.7% |
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