+13,174.6%
TDG vs PH
+2,405.2%
+10,769.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -2.0% | -3.1% | +1.0% | -0.3% |
| 30D | -7.4% | -3.2% | -4.1% | -5.9% |
| 3M | -5.4% | +10.6% | -16.0% | -10.9% |
| 6M | -11.6% | -2.1% | -9.5% | -11.3% |
| YTD | -12.6% | +10.2% | -22.8% | -18.2% |
| 1Y | -9.3% | +28.2% | -37.6% | -22.7% |
| 3Y | +49.2% | +134.9% | -85.7% | -13.6% |
| 5Y | +132.1% | +253.6% | -121.5% | +4.6% |
| 10Y | +544.8% | +804.7% | -259.9% | +70.5% |
| All | +13,174.6% | +2,405.2% | +10,769.4% | +1,663.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling