+537.0%
TDG vs MXL
+313.4%
+223.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.5% | -6.3% | +0.2% |
| 7D | -1.9% | +18.9% | -20.7% | -4.3% |
| 30D | -7.7% | +0.3% | -8.0% | -8.3% |
| 3M | -9.3% | -8.0% | -1.3% | -11.6% |
| 6M | -9.4% | +341.2% | -350.6% | -38.2% |
| YTD | -14.3% | +327.8% | -342.1% | -41.5% |
| 1Y | -11.8% | +364.9% | -376.7% | -41.7% |
| 3Y | +52.0% | +229.2% | -177.3% | -5.2% |
| 5Y | +128.8% | +42.8% | +86.1% | +65.9% |
| All | +537.0% | +313.4% | +223.6% | +173.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling