+43.4%
TDG vs PR
+95.8%
-52.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.1% |
| 7D | +1.7% | +6.0% | -4.3% | +1.5% |
| 30D | +9.7% | -4.2% | +13.9% | +9.7% |
| 3M | -2.3% | +10.0% | -12.3% | -3.2% |
| 6M | +1.3% | +15.6% | -14.3% | -0.1% |
| YTD | -8.5% | +68.2% | -76.6% | -15.7% |
| 1Y | -8.1% | +79.2% | -87.3% | -16.4% |
| 3Y | +43.4% | +94.9% | -51.5% | +27.0% |
| All | +43.4% | +95.8% | -52.4% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling