+537.0%
TDG vs P
+718.8%
-181.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | +0.2% |
| 7D | -1.9% | -1.3% | -0.5% | -1.6% |
| 30D | -7.7% | -11.9% | +4.2% | -5.4% |
| 3M | -9.3% | +41.6% | -50.9% | -17.4% |
| 6M | -9.4% | +58.1% | -67.5% | -21.1% |
| YTD | -14.3% | +46.5% | -60.8% | -24.8% |
| 1Y | -11.8% | +19.1% | -30.9% | -20.5% |
| 3Y | +52.0% | +150.6% | -98.6% | +1.4% |
| 5Y | +128.8% | +271.8% | -142.9% | +28.7% |
| All | +537.0% | +718.8% | -181.9% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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