+124.3%
TDG vs PBR
+552.2%
-427.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | -1.9% | +5.4% | -7.2% | -2.3% |
| 30D | -7.7% | +22.9% | -30.6% | -9.4% |
| 3M | -9.3% | +19.6% | -29.0% | -10.9% |
| 6M | -9.4% | +16.5% | -25.9% | -11.2% |
| YTD | -14.3% | +86.7% | -100.9% | -21.1% |
| 1Y | -11.8% | +74.7% | -86.5% | -18.2% |
| 3Y | +52.0% | +102.6% | -50.6% | +36.2% |
| All | +124.3% | +552.2% | -427.9% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling