+12,759.1%
TDG vs IT
+1,106.9%
+11,652.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.0% |
| 7D | -2.4% | -9.1% | +6.7% | +1.3% |
| 30D | -8.0% | -12.2% | +4.2% | -3.5% |
| 3M | -10.5% | +7.8% | -18.3% | -16.5% |
| 6M | -11.9% | +2.0% | -13.9% | -17.4% |
| YTD | -15.4% | -32.7% | +17.4% | -5.6% |
| 1Y | -14.2% | -31.1% | +16.9% | -6.3% |
| 3Y | +51.0% | -52.1% | +103.1% | +88.7% |
| 5Y | +126.5% | -46.3% | +172.7% | +163.2% |
| 10Y | +535.6% | +91.4% | +444.2% | +306.1% |
| All | +12,759.1% | +1,106.9% | +11,652.2% | +4,192.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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