+547.9%
TDG vs MAS
+213.7%
+334.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.5% |
| 7D | +4.4% | +2.0% | +2.4% | +3.4% |
| 30D | +9.2% | +19.4% | -10.2% | +0.5% |
| 3M | -5.2% | +9.4% | -14.6% | -9.4% |
| 6M | -2.9% | +15.3% | -18.3% | -10.1% |
| YTD | -10.0% | +31.3% | -41.3% | -22.9% |
| 1Y | -5.9% | +34.9% | -40.7% | -20.5% |
| 3Y | +57.6% | +58.6% | -1.0% | +16.3% |
| 5Y | +116.5% | +40.7% | +75.8% | +66.2% |
| All | +547.9% | +213.7% | +334.2% | +220.0% |
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