+52.0%
TDG vs HIG
+101.1%
-49.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -1.9% | -1.5% | -0.4% | -1.4% |
| 30D | -7.7% | -0.4% | -7.4% | -7.6% |
| 3M | -9.3% | +6.7% | -16.0% | -11.7% |
| 6M | -9.4% | +2.0% | -11.3% | -10.3% |
| YTD | -14.3% | +0.3% | -14.5% | -14.7% |
| 1Y | -11.8% | +4.2% | -16.0% | -13.7% |
| 3Y | +52.0% | +102.2% | -50.3% | +22.4% |
| All | +52.0% | +101.1% | -49.2% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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