-5.8%
TDG vs MXL
+276.5%
-282.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -11.1% | +11.9% | +0.6% |
| 7D | +7.1% | -24.3% | +31.4% | +6.8% |
| 30D | +11.4% | -46.1% | +57.5% | +10.9% |
| 3M | -4.6% | -21.8% | +17.3% | -4.6% |
| 6M | +5.8% | -27.2% | +33.1% | +5.8% |
| YTD | -8.5% | +226.2% | -234.7% | -14.7% |
| 1Y | -5.8% | +297.0% | -302.8% | -10.3% |
| All | -5.8% | +276.5% | -282.3% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling