-5.8%
TDG vs PH
+20.3%
-26.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +2.1% |
| 7D | +7.1% | -0.2% | +7.3% | +7.1% |
| 30D | +11.4% | -6.7% | +18.1% | +13.9% |
| 3M | -4.6% | -8.1% | +3.6% | -2.0% |
| 6M | +5.8% | +5.3% | +0.5% | +3.5% |
| YTD | -8.5% | +4.2% | -12.7% | -9.5% |
| 1Y | -5.8% | +19.3% | -25.2% | -7.2% |
| All | -5.8% | +20.3% | -26.1% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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