+7,128.2%
TDG vs MSCI
+2,756.4%
+4,371.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.5% |
| 7D | -2.0% | +0.4% | -2.4% | -2.2% |
| 30D | -7.4% | +0.6% | -7.9% | -7.6% |
| 3M | -5.4% | -7.1% | +1.7% | -3.4% |
| 6M | -11.6% | +0.8% | -12.5% | -12.9% |
| YTD | -12.6% | +1.0% | -13.6% | -14.2% |
| 1Y | -9.3% | +4.3% | -13.7% | -12.6% |
| 3Y | +49.2% | +9.9% | +39.2% | +38.0% |
| 5Y | +132.1% | -6.8% | +138.9% | +123.4% |
| 10Y | +544.8% | +614.7% | -69.8% | +198.6% |
| All | +7,128.2% | +2,756.4% | +4,371.8% | +1,881.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling