+565.8%
TDG vs IP
+24.7%
+541.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +1.0% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +10.6% | +9.4% | +1.2% | +6.6% |
| 3M | +0.2% | -14.1% | +14.2% | +6.0% |
| 6M | +0.9% | +9.2% | -8.3% | -4.0% |
| YTD | -7.8% | -7.5% | -0.3% | -7.9% |
| 1Y | -4.9% | -2.8% | -2.1% | -7.2% |
| 3Y | +44.5% | +21.2% | +23.2% | +15.5% |
| 5Y | +117.7% | -11.5% | +129.2% | +102.2% |
| 10Y | +565.8% | +23.7% | +542.2% | +455.6% |
| All | +565.8% | +24.7% | +541.1% | +455.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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