+529.5%
TDG vs MSCI
+625.6%
-96.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.7% |
| 7D | -2.7% | -4.7% | +2.0% | -0.5% |
| 30D | -9.3% | -2.2% | -7.1% | -8.5% |
| 3M | -7.1% | -9.7% | +2.6% | -3.6% |
| 6M | -11.2% | +0.3% | -11.4% | -12.7% |
| YTD | -15.3% | -3.5% | -11.8% | -15.6% |
| 1Y | -12.5% | -1.4% | -11.1% | -14.3% |
| 3Y | +51.2% | +6.6% | +44.6% | +37.8% |
| 5Y | +126.1% | -10.9% | +137.0% | +117.8% |
| All | +529.5% | +625.6% | -96.1% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling