-2.9%
TDG vs GD
+2.2%
-5.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | +4.4% | -5.0% | +9.4% | +7.3% |
| 30D | +9.2% | +8.9% | +0.3% | +4.1% |
| 3M | -5.2% | -8.0% | +2.9% | -0.6% |
| 6M | -2.9% | +2.9% | -5.8% | -5.6% |
| All | -2.9% | +2.2% | -5.1% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling