+124.3%
TDG vs PL
+75.7%
+48.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.5% |
| 7D | -2.4% | -13.9% | +11.4% | -1.4% |
| 30D | -8.0% | -25.5% | +17.5% | -6.0% |
| 3M | -10.5% | -44.8% | +34.3% | -6.8% |
| 6M | -11.9% | -33.3% | +21.4% | -11.3% |
| YTD | -15.4% | -12.7% | -2.7% | -17.3% |
| 1Y | -14.2% | +90.9% | -105.1% | -23.0% |
| 3Y | +51.0% | +528.5% | -477.4% | +9.9% |
| 5Y | +126.5% | +72.7% | +53.7% | +79.2% |
| All | +124.3% | +75.7% | +48.5% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling