+144.1%
TDG vs PL
+45.6%
+98.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +1.4% | +5.6% | -4.2% | +0.9% |
| 30D | +10.6% | -16.9% | +27.5% | +11.8% |
| 3M | +0.2% | -38.2% | +38.4% | +3.4% |
| 6M | +0.9% | -63.4% | +64.3% | +7.3% |
| YTD | -7.8% | -27.6% | +19.8% | -9.1% |
| 1Y | -4.9% | +6.6% | -11.5% | -10.0% |
| 3Y | +44.5% | +557.6% | -513.1% | +3.1% |
| 5Y | +117.7% | +39.5% | +78.2% | +75.7% |
| All | +144.1% | +45.6% | +98.5% | +94.4% |
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