+128.3%
TDG vs MSCI
+8.1%
+120.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | +2.3% | -1.9% | +4.2% | +3.0% |
| 30D | +11.2% | +16.5% | -5.3% | +4.8% |
| 3M | +0.2% | +18.2% | -18.0% | -6.1% |
| 6M | +3.9% | +14.0% | -10.1% | -2.2% |
| YTD | -6.4% | +16.6% | -23.0% | -13.2% |
| 1Y | -3.8% | +14.8% | -18.6% | -10.2% |
| 3Y | +46.8% | +33.3% | +13.5% | +23.9% |
| 5Y | +128.3% | +9.1% | +119.2% | +102.1% |
| All | +128.3% | +8.1% | +120.1% | +102.1% |
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