+113.5%
TDG vs IP
-12.0%
+125.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.4% |
| 7D | +4.4% | -5.1% | +9.4% | +5.8% |
| 30D | +9.2% | +8.5% | +0.7% | +6.8% |
| 3M | -5.2% | -13.8% | +8.7% | -1.6% |
| 6M | -2.9% | +5.7% | -8.7% | -5.0% |
| YTD | -10.0% | -9.1% | -0.9% | -9.4% |
| 1Y | -5.9% | -0.8% | -5.0% | -7.7% |
| 3Y | +57.6% | +14.8% | +42.8% | +36.7% |
| All | +113.5% | -12.0% | +125.5% | +109.9% |
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