+124.3%
TDG vs GNRC
-58.7%
+183.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.7% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -7.7% | -15.7% | +8.0% | -4.9% |
| 3M | -9.3% | -27.3% | +18.0% | -4.5% |
| 6M | -9.4% | -12.1% | +2.7% | -8.7% |
| YTD | -14.3% | +37.1% | -51.4% | -21.4% |
| 1Y | -11.8% | -0.5% | -11.4% | -14.4% |
| 3Y | +52.0% | +61.5% | -9.5% | +29.3% |
| All | +124.3% | -58.7% | +183.0% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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