+126.5%
TDG vs MSCI
-11.2%
+137.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | -2.4% | -1.1% | -1.3% | -2.1% |
| 30D | -8.0% | -1.2% | -6.8% | -7.7% |
| 3M | -10.5% | -8.4% | -2.1% | -8.2% |
| 6M | -11.9% | -1.0% | -10.9% | -12.7% |
| YTD | -15.4% | -2.3% | -13.1% | -15.9% |
| 1Y | -14.2% | -1.2% | -13.0% | -15.6% |
| 3Y | +51.0% | +7.9% | +43.1% | +39.2% |
| 5Y | +126.5% | -10.1% | +136.5% | +107.6% |
| All | +126.5% | -11.2% | +137.6% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling