-5.8%
TDG vs GD
+9.0%
-14.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.6% |
| 7D | +7.1% | +3.0% | +4.1% | +6.0% |
| 30D | +11.4% | +10.5% | +0.8% | +7.8% |
| 3M | -4.6% | -5.0% | +0.4% | -3.2% |
| 6M | +5.8% | +5.5% | +0.3% | +3.9% |
| YTD | -8.5% | +10.3% | -18.8% | -11.1% |
| 1Y | -5.8% | +8.2% | -14.0% | -7.9% |
| All | -5.8% | +9.0% | -14.8% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling