+124.0%
TDG vs IP
-13.5%
+137.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.3% | +0.8% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | +9.7% | +7.9% | +1.8% | +7.5% |
| 3M | -2.3% | -15.3% | +13.0% | +1.8% |
| 6M | +1.3% | +10.5% | -9.2% | -1.9% |
| YTD | -8.5% | -9.4% | +0.9% | -7.8% |
| 1Y | -8.1% | -4.6% | -3.5% | -8.9% |
| 3Y | +43.4% | +21.2% | +22.1% | +21.1% |
| All | +124.0% | -13.5% | +137.6% | +123.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling