-15.3%
TDG vs IRE
-84.0%
+68.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.8% | +5.1% | -1.6% |
| 7D | -2.4% | +29.0% | -31.5% | -2.7% |
| 30D | -8.0% | +24.2% | -32.2% | -8.4% |
| 3M | -10.5% | -53.2% | +42.7% | -9.8% |
| 6M | -11.9% | -36.0% | +24.1% | -12.7% |
| YTD | -15.4% | -51.0% | +35.7% | -16.5% |
| All | -15.3% | -84.0% | +68.7% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling