+12,926.4%
TDG vs MKSI
+1,320.0%
+11,606.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.6% |
| 7D | -1.9% | +2.7% | -4.6% | -2.7% |
| 30D | -7.7% | -12.8% | +5.1% | -4.1% |
| 3M | -9.3% | -22.5% | +13.2% | -4.9% |
| 6M | -9.4% | +19.4% | -28.8% | -18.1% |
| YTD | -14.3% | +67.7% | -82.0% | -31.3% |
| 1Y | -11.8% | +131.4% | -143.2% | -37.6% |
| 3Y | +52.0% | +197.3% | -145.4% | -10.4% |
| 5Y | +128.8% | +87.0% | +41.9% | +51.6% |
| 10Y | +543.8% | +522.1% | +21.7% | +148.3% |
| All | +12,926.4% | +1,320.0% | +11,606.4% | +2,914.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling