+537.0%
TDG vs IQV
+242.6%
+294.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.4% |
| 7D | -1.9% | -2.2% | +0.4% | -0.8% |
| 30D | -7.7% | +8.3% | -16.0% | -11.4% |
| 3M | -9.3% | +44.6% | -53.9% | -25.6% |
| 6M | -9.4% | +52.6% | -61.9% | -28.4% |
| YTD | -14.3% | +16.1% | -30.4% | -22.8% |
| 1Y | -11.8% | +37.3% | -49.1% | -27.8% |
| 3Y | +52.0% | +21.6% | +30.4% | +25.0% |
| 5Y | +128.8% | +0.5% | +128.3% | +105.1% |
| All | +537.0% | +242.6% | +294.4% | +190.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 10y: compounded portfolio wealth divided by compounded IQV 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…
10y analysis · Full analysis span regression · 6 months rolling