+52.0%
TDG vs HBM
+458.1%
-406.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | -1.9% | -3.3% | +1.4% | -1.7% |
| 30D | -7.7% | -4.8% | -2.9% | -7.5% |
| 3M | -9.3% | -0.4% | -8.9% | -9.6% |
| 6M | -9.4% | +17.9% | -27.3% | -11.3% |
| YTD | -14.3% | +33.7% | -48.0% | -17.4% |
| 1Y | -11.8% | +95.6% | -107.4% | -18.2% |
| 3Y | +52.0% | +458.1% | -406.2% | +23.4% |
| All | +52.0% | +458.1% | -406.2% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 3y: compounded portfolio wealth divided by compounded HBM 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…
3y analysis · Full analysis span regression · 6 months rolling