+131.5%
TDG vs PL
+84.9%
+46.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.5% |
| 7D | -2.0% | -9.3% | +7.3% | -1.3% |
| 30D | -7.4% | -18.9% | +11.5% | -6.0% |
| 3M | -5.4% | -58.4% | +53.0% | +0.2% |
| 6M | -11.6% | -30.3% | +18.7% | -11.4% |
| YTD | -12.6% | -8.1% | -4.5% | -15.0% |
| 1Y | -9.3% | +180.5% | -189.8% | -22.3% |
| 3Y | +49.2% | +444.1% | -395.0% | +11.0% |
| 5Y | +132.1% | +83.0% | +49.1% | +82.8% |
| All | +131.5% | +84.9% | +46.6% | +81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling