+565.8%
TDG vs MAS
+219.2%
+346.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +1.1% |
| 7D | +1.4% | +3.6% | -2.1% | -0.3% |
| 30D | +10.6% | +23.8% | -13.2% | +0.1% |
| 3M | +0.2% | +14.4% | -14.3% | -6.2% |
| 6M | +0.9% | +19.7% | -18.9% | -8.2% |
| YTD | -7.8% | +36.0% | -43.8% | -22.3% |
| 1Y | -4.9% | +40.4% | -45.3% | -21.3% |
| 3Y | +44.5% | +58.9% | -14.5% | +6.8% |
| 5Y | +117.7% | +44.5% | +73.2% | +65.1% |
| 10Y | +565.8% | +214.8% | +351.1% | +226.0% |
| All | +565.8% | +219.2% | +346.6% | +226.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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