+52.0%
TDG vs MGY
+25.2%
+26.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -1.9% | +3.5% | -5.4% | -2.0% |
| 30D | -7.7% | +5.3% | -13.0% | -8.0% |
| 3M | -9.3% | +2.6% | -12.0% | -9.4% |
| 6M | -9.4% | -3.3% | -6.1% | -9.5% |
| YTD | -14.3% | +29.2% | -43.5% | -18.9% |
| 1Y | -11.8% | +18.0% | -29.9% | -15.3% |
| 3Y | +52.0% | +30.0% | +22.0% | +42.7% |
| All | +52.0% | +25.2% | +26.8% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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