+771.9%
TDG vs P
+485.4%
+286.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | -2.0% | +6.5% | -8.6% | -3.4% |
| 30D | -7.4% | +18.8% | -26.2% | -11.3% |
| 3M | -5.4% | +26.7% | -32.1% | -11.4% |
| 6M | -11.6% | +62.2% | -73.8% | -22.9% |
| YTD | -12.6% | +48.5% | -61.1% | -22.9% |
| 1Y | -9.3% | +26.4% | -35.7% | -18.9% |
| 3Y | +49.2% | +159.4% | -110.2% | +1.9% |
| 5Y | +132.1% | +275.8% | -143.6% | +37.6% |
| 10Y | +544.8% | +732.0% | -187.2% | +196.7% |
| All | +771.9% | +485.4% | +286.6% | +295.9% |
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