+142.5%
TDG vs PL
+40.9%
+101.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | +1.7% | +10.0% | -8.3% | +0.9% |
| 30D | +9.7% | -2.3% | +12.0% | +9.6% |
| 3M | -2.3% | -44.2% | +41.9% | +1.6% |
| 6M | +1.3% | -66.1% | +67.4% | +8.5% |
| YTD | -8.5% | -30.0% | +21.5% | -9.5% |
| 1Y | -8.1% | +21.0% | -29.2% | -14.1% |
| 3Y | +43.4% | +516.5% | -473.1% | +3.0% |
| 5Y | +127.8% | +32.0% | +95.7% | +85.8% |
| All | +142.5% | +40.9% | +101.6% | +93.6% |
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