+537.0%
TDG vs GWW
+570.2%
-33.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.9% |
| 7D | -1.9% | -3.4% | +1.5% | -0.4% |
| 30D | -7.7% | -1.9% | -5.8% | -7.0% |
| 3M | -9.3% | -2.4% | -6.9% | -8.5% |
| 6M | -9.4% | +15.7% | -25.1% | -15.1% |
| YTD | -14.3% | +27.6% | -41.8% | -23.5% |
| 1Y | -11.8% | +27.2% | -39.0% | -21.4% |
| 3Y | +52.0% | +89.7% | -37.7% | +12.4% |
| 5Y | +128.8% | +223.9% | -95.1% | +31.9% |
| All | +537.0% | +570.2% | -33.2% | +200.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling