+12,759.1%
TDG vs HIG
+160.3%
+12,598.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | -2.4% | -0.5% | -2.0% | -2.3% |
| 30D | -8.0% | -2.8% | -5.2% | -7.5% |
| 3M | -10.5% | +6.3% | -16.8% | -11.7% |
| 6M | -11.9% | -0.1% | -11.8% | -12.0% |
| YTD | -15.4% | +0.4% | -15.8% | -15.6% |
| 1Y | -14.2% | +6.2% | -20.4% | -15.5% |
| 3Y | +51.0% | +101.6% | -50.6% | +30.6% |
| 5Y | +126.5% | +119.8% | +6.6% | +93.0% |
| 10Y | +535.6% | +311.7% | +223.8% | +385.8% |
| All | +12,759.1% | +160.3% | +12,598.9% | +10,290.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling