-11.8%
TDG vs NI
+4.4%
-16.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -7.7% | -1.4% | -6.3% | -7.5% |
| 3M | -9.3% | -10.6% | +1.3% | -7.8% |
| 6M | -9.4% | -9.3% | -0.1% | -7.9% |
| YTD | -14.3% | +1.1% | -15.4% | -14.6% |
| 1Y | -11.8% | +3.4% | -15.2% | -13.2% |
| All | -11.8% | +4.4% | -16.2% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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