-4.9%
TDG vs PL
+7.9%
-12.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +1.4% | +5.6% | -4.2% | +1.3% |
| 30D | +10.6% | -16.9% | +27.5% | +10.8% |
| 3M | +0.2% | -38.2% | +38.4% | +0.6% |
| 6M | +0.9% | -63.4% | +64.3% | +1.9% |
| YTD | -7.8% | -27.6% | +19.8% | -9.2% |
| 1Y | -4.9% | +6.6% | -11.5% | -7.6% |
| All | -4.9% | +7.9% | -12.8% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling