+13,174.6%
TDG vs IP
+145.6%
+13,029.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.4% |
| 7D | -2.0% | -5.3% | +3.2% | -0.2% |
| 30D | -7.4% | -10.9% | +3.5% | -3.7% |
| 3M | -5.4% | +11.2% | -16.5% | -9.5% |
| 6M | -11.6% | -10.2% | -1.4% | -9.6% |
| YTD | -12.6% | -2.0% | -10.6% | -14.0% |
| 1Y | -9.3% | -19.1% | +9.8% | -5.2% |
| 3Y | +49.2% | +20.9% | +28.3% | +28.2% |
| 5Y | +132.1% | -17.8% | +150.0% | +128.0% |
| 10Y | +544.8% | +23.5% | +521.3% | +427.7% |
| All | +13,174.6% | +145.6% | +13,029.0% | +7,851.1% |
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 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