+535.6%
TDG vs LII
+163.1%
+372.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -0.6% |
| 7D | -2.4% | +0.5% | -2.9% | -2.7% |
| 30D | -8.0% | -11.2% | +3.2% | -2.9% |
| 3M | -10.5% | -28.8% | +18.3% | +2.8% |
| 6M | -11.9% | -26.9% | +15.0% | -1.0% |
| YTD | -15.4% | -22.2% | +6.8% | -8.6% |
| 1Y | -14.2% | -32.0% | +17.8% | -1.6% |
| 3Y | +51.0% | -0.4% | +51.5% | +31.5% |
| 5Y | +126.5% | +22.4% | +104.0% | +68.5% |
| 10Y | +535.6% | +171.4% | +364.1% | +192.3% |
| All | +535.6% | +163.1% | +372.5% | +192.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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