+13,805.5%
TDG vs M
+31.1%
+13,774.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.8% |
| 7D | +1.7% | +7.0% | -5.3% | +0.1% |
| 30D | +9.7% | +8.9% | +0.8% | +7.3% |
| 3M | -2.3% | +4.5% | -6.8% | -3.7% |
| 6M | +1.3% | +36.2% | -34.9% | -6.6% |
| YTD | -8.5% | +15.1% | -23.6% | -12.8% |
| 1Y | -8.1% | +27.4% | -35.6% | -14.8% |
| 3Y | +43.4% | +160.1% | -116.8% | +4.4% |
| 5Y | +127.8% | -1.6% | +129.3% | +98.5% |
| 10Y | +554.4% | -7.7% | +562.1% | +362.0% |
| All | +13,805.5% | +31.1% | +13,774.4% | +6,560.2% |
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 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