+13,574.0%
TDG vs IP
+127.7%
+13,446.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.4% |
| 7D | +4.4% | -5.1% | +9.4% | +6.3% |
| 30D | +9.2% | +8.5% | +0.7% | +6.0% |
| 3M | -5.2% | -13.8% | +8.7% | -0.4% |
| 6M | -2.9% | +5.7% | -8.7% | -5.9% |
| YTD | -10.0% | -9.1% | -0.9% | -9.3% |
| 1Y | -5.9% | -0.8% | -5.0% | -8.3% |
| 3Y | +57.6% | +14.8% | +42.8% | +37.7% |
| 5Y | +116.5% | -11.5% | +128.0% | +106.4% |
| 10Y | +555.1% | +27.9% | +527.2% | +430.5% |
| All | +13,574.0% | +127.7% | +13,446.3% | +8,290.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling