+537.0%
TDG vs M
-3.0%
+540.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.7% | -6.5% | -0.3% |
| 7D | -1.9% | -4.2% | +2.3% | -1.1% |
| 30D | -7.7% | -7.2% | -0.5% | -6.4% |
| 3M | -9.3% | -11.1% | +1.8% | -7.5% |
| 6M | -9.4% | +28.8% | -38.2% | -14.4% |
| YTD | -14.3% | +2.0% | -16.3% | -15.5% |
| 1Y | -11.8% | +31.3% | -43.1% | -17.9% |
| 3Y | +52.0% | +119.1% | -67.1% | +19.5% |
| 5Y | +128.8% | +29.7% | +99.2% | +90.2% |
| All | +537.0% | -3.0% | +540.0% | +305.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling