+813.4%
TDG vs P
+535.2%
+278.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.6% |
| 7D | +1.7% | +11.6% | -9.9% | -0.6% |
| 30D | +9.7% | -23.7% | +33.4% | +14.7% |
| 3M | -2.3% | -8.0% | +5.6% | -2.6% |
| 6M | +1.3% | +27.9% | -26.6% | -7.6% |
| YTD | -8.5% | +61.2% | -69.6% | -22.0% |
| 1Y | -8.1% | +28.6% | -36.8% | -18.9% |
| 3Y | +43.4% | +200.5% | -157.1% | -6.9% |
| 5Y | +127.8% | +282.9% | -155.2% | +32.8% |
| 10Y | +554.4% | +665.9% | -111.5% | +195.9% |
| All | +813.4% | +535.2% | +278.2% | +300.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling