+7,471.7%
TDG vs MSCI
+3,191.3%
+4,280.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.2% | +0.7% |
| 7D | +1.7% | +3.0% | -1.3% | +0.6% |
| 30D | +9.7% | +17.8% | -8.1% | +3.0% |
| 3M | -2.3% | +15.2% | -17.5% | -7.6% |
| 6M | +1.3% | +16.5% | -15.2% | -5.2% |
| YTD | -8.5% | +16.4% | -24.8% | -15.0% |
| 1Y | -8.1% | +16.8% | -24.9% | -14.8% |
| 3Y | +43.4% | +35.8% | +7.6% | +22.3% |
| 5Y | +127.8% | +7.0% | +120.8% | +108.5% |
| 10Y | +554.4% | +818.6% | -264.2% | +177.3% |
| All | +7,471.7% | +3,191.3% | +4,280.4% | +1,864.1% |
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 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