+126.1%
TDG vs MSI
+100.4%
+25.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -2.7% | -1.8% | -0.9% | -1.8% |
| 30D | -9.3% | -0.6% | -8.6% | -9.1% |
| 3M | -7.1% | +13.0% | -20.1% | -12.9% |
| 6M | -11.2% | +0.5% | -11.7% | -12.1% |
| YTD | -15.3% | +21.7% | -37.0% | -25.0% |
| 1Y | -12.5% | -2.6% | -9.9% | -12.0% |
| 3Y | +51.2% | +69.7% | -18.5% | +6.0% |
| 5Y | +126.1% | +102.8% | +23.3% | +38.1% |
| All | +126.1% | +100.4% | +25.7% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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