+834.2%
TDG vs P
+526.5%
+307.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.8% | +0.7% |
| 7D | +2.3% | -4.7% | +7.0% | +3.0% |
| 30D | +11.2% | -31.4% | +42.6% | +18.8% |
| 3M | +0.2% | -2.6% | +2.9% | -1.2% |
| 6M | +3.9% | +21.9% | -18.1% | -4.3% |
| YTD | -6.4% | +58.9% | -65.3% | -20.0% |
| 1Y | -3.8% | +21.7% | -25.5% | -14.0% |
| 3Y | +46.8% | +193.3% | -146.6% | -4.2% |
| 5Y | +128.3% | +275.1% | -146.9% | +33.8% |
| 10Y | +569.3% | +655.3% | -86.0% | +203.6% |
| All | +834.2% | +526.5% | +307.7% | +311.0% |
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