+537.0%
TDG vs HAS
+61.8%
+475.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.7% |
| 7D | -1.9% | -1.1% | -0.8% | -1.5% |
| 30D | -7.7% | -2.8% | -4.9% | -6.9% |
| 3M | -9.3% | +10.1% | -19.4% | -12.5% |
| 6M | -9.4% | -1.4% | -8.0% | -9.7% |
| YTD | -14.3% | +14.2% | -28.4% | -19.0% |
| 1Y | -11.8% | +18.2% | -30.0% | -18.0% |
| 3Y | +52.0% | +48.6% | +3.4% | +25.9% |
| 5Y | +128.8% | +14.2% | +114.6% | +106.9% |
| All | +537.0% | +61.8% | +475.2% | +384.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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