+12,759.1%
TDG vs MTB
+282.8%
+12,476.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -2.4% | +1.1% | -3.5% | -2.8% |
| 30D | -8.0% | -4.6% | -3.4% | -6.3% |
| 3M | -10.5% | +6.3% | -16.7% | -12.7% |
| 6M | -11.9% | +15.6% | -27.5% | -16.8% |
| YTD | -15.4% | +20.6% | -35.9% | -21.5% |
| 1Y | -14.2% | +22.5% | -36.7% | -21.2% |
| 3Y | +51.0% | +114.4% | -63.4% | +8.5% |
| 5Y | +126.5% | +101.9% | +24.6% | +61.5% |
| 10Y | +535.6% | +170.4% | +365.1% | +290.9% |
| All | +12,759.1% | +282.8% | +12,476.4% | +6,225.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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