-9.3%
TDG vs M
+46.1%
-55.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.1% |
| 7D | -2.0% | +4.7% | -6.7% | -2.5% |
| 30D | -7.4% | -9.6% | +2.3% | -6.4% |
| 3M | -5.4% | +0.9% | -6.2% | -5.5% |
| 6M | -11.6% | +22.3% | -33.9% | -13.3% |
| YTD | -12.6% | +6.5% | -19.1% | -13.8% |
| 1Y | -9.3% | +38.8% | -48.1% | -13.0% |
| All | -9.3% | +46.1% | -55.5% | -13.0% |
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