+136.6%
TDG vs PR
+433.6%
-297.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | -2.0% | +2.9% | -4.9% | -2.4% |
| 30D | -7.4% | +18.0% | -25.4% | -9.7% |
| 3M | -5.4% | +16.9% | -22.2% | -8.0% |
| 6M | -11.6% | +28.2% | -39.8% | -15.9% |
| YTD | -12.6% | +69.3% | -81.9% | -21.1% |
| 1Y | -9.3% | +69.5% | -78.8% | -18.4% |
| 3Y | +49.2% | +81.7% | -32.5% | +29.3% |
| All | +136.6% | +433.6% | -297.0% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling