+136.6%
TDG vs IP
-17.2%
+153.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.2% |
| 7D | -2.0% | -5.3% | +3.2% | -0.7% |
| 30D | -7.4% | -10.9% | +3.5% | -4.7% |
| 3M | -5.4% | +11.2% | -16.5% | -8.3% |
| 6M | -11.6% | -10.2% | -1.4% | -10.2% |
| YTD | -12.6% | -2.0% | -10.6% | -13.6% |
| 1Y | -9.3% | -19.1% | +9.8% | -6.1% |
| 3Y | +49.2% | +20.9% | +28.3% | +29.2% |
| All | +136.6% | -17.2% | +153.8% | +127.1% |
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