-12.5%
TDG vs M
+25.2%
-37.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.7% | +4.8% | +0.6% |
| 7D | -2.7% | -8.8% | +6.1% | -1.7% |
| 30D | -9.3% | -16.4% | +7.1% | -7.5% |
| 3M | -7.1% | -10.8% | +3.8% | -6.0% |
| 6M | -11.2% | +16.1% | -27.3% | -11.9% |
| YTD | -15.3% | -5.3% | -10.0% | -15.3% |
| 1Y | -12.5% | +24.9% | -37.3% | -15.1% |
| All | -12.5% | +25.2% | -37.6% | -15.1% |
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