+41.7%
TDG vs IP
+17.1%
+24.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -3.0% |
| 7D | +1.2% | -0.9% | +2.0% | +1.3% |
| 30D | +8.1% | +6.7% | +1.4% | +6.9% |
| 3M | -2.6% | -16.6% | +13.9% | +0.4% |
| 6M | +1.0% | +6.0% | -5.0% | -0.2% |
| YTD | -9.5% | -10.7% | +1.1% | -8.9% |
| 1Y | -8.0% | -6.7% | -1.3% | -8.1% |
| All | +41.7% | +17.1% | +24.6% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling