+12,772.9%
TDG vs NI
+1,008.5%
+11,764.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -2.7% | -0.6% | -2.1% | -2.4% |
| 30D | -9.3% | -1.4% | -7.9% | -8.7% |
| 3M | -7.1% | -10.6% | +3.5% | -1.9% |
| 6M | -11.2% | -9.9% | -1.2% | -6.8% |
| YTD | -15.3% | +1.2% | -16.4% | -16.4% |
| 1Y | -12.5% | +4.4% | -16.9% | -15.3% |
| 3Y | +51.2% | +68.6% | -17.4% | +12.0% |
| 5Y | +126.1% | +98.0% | +28.1% | +52.1% |
| 10Y | +536.2% | +143.6% | +392.6% | +274.1% |
| All | +12,772.9% | +1,008.5% | +11,764.4% | +2,756.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling