+535.6%
TDG vs IP
+15.7%
+519.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.1% | +3.4% | +0.3% |
| 7D | -2.4% | -4.6% | +2.1% | -0.6% |
| 30D | -8.0% | -15.3% | +7.3% | -1.8% |
| 3M | -10.5% | +2.7% | -13.1% | -12.3% |
| 6M | -11.9% | -7.4% | -4.5% | -10.8% |
| YTD | -15.4% | -8.8% | -6.5% | -14.7% |
| 1Y | -14.2% | -22.4% | +8.2% | -8.2% |
| 3Y | +51.0% | +14.2% | +36.8% | +24.8% |
| 5Y | +126.5% | -21.8% | +148.3% | +124.6% |
| 10Y | +535.6% | +18.3% | +517.3% | +390.5% |
| All | +535.6% | +15.7% | +519.8% | +390.5% |
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