+124.3%
TDG vs NI
+96.9%
+27.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.2% |
| 3M | -9.3% | -10.6% | +1.3% | -5.3% |
| 6M | -9.4% | -9.3% | -0.1% | -6.0% |
| YTD | -14.3% | +1.1% | -15.4% | -15.4% |
| 1Y | -11.8% | +3.4% | -15.2% | -14.1% |
| 3Y | +52.0% | +67.9% | -15.9% | +18.4% |
| All | +124.3% | +96.9% | +27.4% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling