+113.0%
TDG vs GTLB
-50.8%
+163.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.5% |
| 7D | -2.4% | -6.6% | +4.1% | -1.8% |
| 30D | -8.0% | +13.7% | -21.7% | -9.4% |
| 3M | -10.5% | +52.9% | -63.4% | -14.7% |
| 6M | -11.9% | +88.5% | -100.4% | -18.5% |
| YTD | -15.4% | +23.4% | -38.8% | -18.2% |
| 1Y | -14.2% | -3.8% | -10.4% | -15.1% |
| 3Y | +51.0% | -11.5% | +62.5% | +45.4% |
| All | +113.0% | -50.8% | +163.9% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 all: compounded portfolio wealth divided by compounded GTLB 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…
all analysis · Full analysis span regression · 6 months rolling