+13,174.6%
TDG vs M
+21.3%
+13,153.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.2% |
| 7D | -2.0% | +4.7% | -6.7% | -3.1% |
| 30D | -7.4% | -9.6% | +2.3% | -5.2% |
| 3M | -5.4% | +0.9% | -6.2% | -6.0% |
| 6M | -11.6% | +22.3% | -33.9% | -16.3% |
| YTD | -12.6% | +6.5% | -19.1% | -15.0% |
| 1Y | -9.3% | +38.8% | -48.1% | -17.7% |
| 3Y | +49.2% | +115.9% | -66.7% | +13.6% |
| 5Y | +132.1% | +28.6% | +103.5% | +87.0% |
| 10Y | +544.8% | -2.5% | +547.4% | +347.0% |
| All | +13,174.6% | +21.3% | +13,153.3% | +6,396.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling