+136.6%
TDG vs GD
+97.9%
+38.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.1% | +1.4% |
| 7D | -2.0% | -5.3% | +3.2% | +1.0% |
| 30D | -7.4% | -6.4% | -1.0% | -4.0% |
| 3M | -5.4% | +5.7% | -11.1% | -8.4% |
| 6M | -11.6% | -0.9% | -10.7% | -11.4% |
| YTD | -12.6% | +8.2% | -20.8% | -17.3% |
| 1Y | -9.3% | +13.4% | -22.8% | -16.9% |
| 3Y | +49.2% | +68.5% | -19.3% | +5.2% |
| All | +136.6% | +97.9% | +38.7% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling