-13.8%
TDG vs IRE
-82.8%
+69.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.2% | -11.7% | -1.6% |
| 7D | -0.9% | +58.9% | -59.8% | -1.5% |
| 30D | -6.5% | +17.2% | -23.7% | -6.8% |
| 3M | -5.1% | -58.6% | +53.5% | -4.1% |
| 6M | -11.5% | -23.5% | +11.9% | -12.4% |
| YTD | -13.9% | -47.4% | +33.5% | -15.1% |
| All | -13.8% | -82.8% | +69.0% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 3y: compounded portfolio wealth divided by compounded IRE 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…
3y analysis · Full analysis span regression · 6 months rolling