-5.8%
TDG vs M
+36.6%
-42.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.6% | -6.9% | -0.3% |
| 7D | +7.1% | +8.3% | -1.2% | +5.9% |
| 30D | +11.4% | +14.2% | -2.8% | +9.4% |
| 3M | -4.6% | -1.1% | -3.5% | -4.9% |
| 6M | +5.8% | +36.6% | -30.8% | +2.3% |
| YTD | -8.5% | +19.8% | -28.3% | -11.4% |
| 1Y | -5.8% | +37.2% | -43.0% | -9.2% |
| All | -5.8% | +36.6% | -42.4% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling