+53.2%
TDG vs PL
+475.2%
-422.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.4% |
| 7D | -2.0% | -9.3% | +7.3% | -1.6% |
| 30D | -7.4% | -18.9% | +11.5% | -6.5% |
| 3M | -5.4% | -58.4% | +53.0% | -1.9% |
| 6M | -11.6% | -30.3% | +18.7% | -11.5% |
| YTD | -12.6% | -8.1% | -4.5% | -14.3% |
| 1Y | -9.3% | +180.5% | -189.8% | -18.5% |
| All | +53.2% | +475.2% | -422.0% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling