+126.1%
TDG vs PH
+243.6%
-117.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +1.0% |
| 7D | -2.7% | -3.1% | +0.5% | -1.0% |
| 30D | -9.3% | -11.8% | +2.5% | -2.9% |
| 3M | -7.1% | +6.9% | -14.0% | -10.8% |
| 6M | -11.2% | -1.3% | -9.9% | -11.1% |
| YTD | -15.3% | +7.0% | -22.2% | -19.3% |
| 1Y | -12.5% | +23.1% | -35.6% | -23.4% |
| 3Y | +51.2% | +135.4% | -84.2% | -15.4% |
| 5Y | +126.1% | +250.3% | -124.2% | -7.3% |
| All | +126.1% | +243.6% | -117.4% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling