+124.3%
TDG vs GEN
+22.3%
+102.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | -1.9% | -1.3% | -0.6% | -1.6% |
| 30D | -7.7% | +6.1% | -13.8% | -8.9% |
| 3M | -9.3% | +27.0% | -36.3% | -14.1% |
| 6M | -9.4% | +43.9% | -53.2% | -17.1% |
| YTD | -14.3% | +13.0% | -27.2% | -17.1% |
| 1Y | -11.8% | +4.0% | -15.9% | -13.1% |
| 3Y | +52.0% | +66.2% | -14.2% | +31.6% |
| All | +124.3% | +22.3% | +102.0% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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