+52.0%
TDG vs MAGS
+128.4%
-76.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.8% |
| 7D | -1.9% | +0.6% | -2.5% | -2.1% |
| 30D | -7.7% | +3.2% | -10.9% | -8.7% |
| 3M | -9.3% | +7.7% | -17.0% | -11.8% |
| 6M | -9.4% | +12.5% | -21.8% | -13.3% |
| YTD | -14.3% | +6.0% | -20.2% | -16.3% |
| 1Y | -11.8% | +14.4% | -26.2% | -16.6% |
| 3Y | +52.0% | +127.5% | -75.6% | +9.0% |
| All | +52.0% | +128.4% | -76.4% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 3y: compounded portfolio wealth divided by compounded MAGS 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…
3y analysis · Full analysis span regression · 6 months rolling