+105.8%
TDG vs LUNR
+51.5%
+54.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.1% |
| 7D | -2.7% | -0.5% | -2.1% | -2.7% |
| 30D | -9.3% | -11.3% | +2.0% | -9.2% |
| 3M | -7.1% | -44.9% | +37.9% | -6.9% |
| 6M | -11.2% | -17.3% | +6.2% | -11.1% |
| YTD | -15.3% | -9.9% | -5.3% | -15.3% |
| 1Y | -12.5% | +76.1% | -88.6% | -12.6% |
| 3Y | +51.2% | +240.0% | -188.8% | +52.3% |
| All | +105.8% | +51.5% | +54.3% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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