+565.8%
TDG vs PR
+65.1%
+500.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | +1.4% | -9.5% | +10.9% | +2.9% |
| 30D | +10.6% | -5.7% | +16.3% | +11.3% |
| 3M | +0.2% | +3.0% | -2.8% | -0.7% |
| 6M | +0.9% | +11.8% | -11.0% | -1.7% |
| YTD | -7.8% | +58.5% | -66.3% | -15.5% |
| 1Y | -4.9% | +69.9% | -74.8% | -13.8% |
| 3Y | +44.5% | +84.9% | -40.4% | +27.0% |
| 5Y | +117.7% | +246.4% | -128.7% | +66.7% |
| 10Y | +565.8% | +70.3% | +495.6% | +281.5% |
| All | +565.8% | +65.1% | +500.8% | +281.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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