-11.8%
TDG vs MKSI
+142.7%
-154.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +1.0% |
| 7D | -1.9% | +2.7% | -4.6% | -2.1% |
| 30D | -7.7% | -12.8% | +5.1% | -6.9% |
| 3M | -9.3% | -22.5% | +13.2% | -8.5% |
| 6M | -9.4% | +19.4% | -28.8% | -13.0% |
| YTD | -14.3% | +67.7% | -82.0% | -19.3% |
| 1Y | -11.8% | +131.4% | -143.2% | -18.1% |
| All | -11.8% | +142.7% | -154.5% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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