-9.3%
TDG vs GWW
+31.2%
-40.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | -2.0% | +1.4% | -3.4% | -2.3% |
| 30D | -7.4% | +3.3% | -10.7% | -7.9% |
| 3M | -5.4% | +2.9% | -8.3% | -5.5% |
| 6M | -11.6% | +15.8% | -27.4% | -13.3% |
| YTD | -12.6% | +32.0% | -44.7% | -14.4% |
| 1Y | -9.3% | +29.9% | -39.2% | -10.2% |
| All | -9.3% | +31.2% | -40.5% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling