+12,926.4%
TDG vs MKTX
+1,532.2%
+11,394.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.2% | +1.2% |
| 7D | -1.9% | -0.2% | -1.6% | -1.8% |
| 30D | -7.7% | +0.7% | -8.4% | -7.8% |
| 3M | -9.3% | +40.8% | -50.1% | -16.9% |
| 6M | -9.4% | -8.0% | -1.4% | -8.9% |
| YTD | -14.3% | -8.7% | -5.5% | -13.8% |
| 1Y | -11.8% | -11.8% | 0.0% | -10.8% |
| 3Y | +52.0% | -24.0% | +76.0% | +54.2% |
| 5Y | +128.8% | -60.3% | +189.2% | +164.6% |
| 10Y | +543.8% | +5.0% | +538.9% | +470.1% |
| All | +12,926.4% | +1,532.2% | +11,394.1% | +4,622.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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