+3.9%
TDG vs P
+28.5%
-24.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.8% | +1.5% |
| 7D | +2.3% | -4.7% | +7.0% | +2.3% |
| 30D | +11.2% | -31.4% | +42.6% | +11.5% |
| 3M | +0.2% | -2.6% | +2.9% | -0.4% |
| 6M | +3.9% | +21.9% | -18.1% | +2.6% |
| All | +3.9% | +28.5% | -24.6% | +2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling