-5.9%
TDG vs MAS
+32.0%
-37.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.2% |
| 7D | +4.4% | +2.0% | +2.4% | +3.8% |
| 30D | +9.2% | +19.4% | -10.2% | +4.3% |
| 3M | -5.2% | +9.4% | -14.6% | -7.6% |
| 6M | -2.9% | +15.3% | -18.3% | -6.7% |
| YTD | -10.0% | +31.3% | -41.3% | -15.8% |
| 1Y | -5.9% | +34.9% | -40.7% | -12.1% |
| All | -5.9% | +32.0% | -37.9% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling