-5.8%
TDG vs PBR
+74.7%
-80.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.0% | +7.7% | -0.7% |
| 7D | +7.1% | -11.0% | +18.1% | +4.7% |
| 30D | +11.4% | -18.8% | +30.1% | +7.4% |
| 3M | -4.6% | +7.8% | -12.4% | -2.3% |
| 6M | +5.8% | -7.6% | +13.4% | +6.9% |
| YTD | -8.5% | +72.7% | -81.2% | -9.3% |
| 1Y | -5.8% | +72.9% | -78.8% | -6.0% |
| All | -5.8% | +74.7% | -80.5% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling