+746.1%
TDG vs PR
+152.6%
+593.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.3% | +0.4% |
| 7D | +4.4% | -16.4% | +20.8% | +7.0% |
| 30D | +9.2% | -1.9% | +11.1% | +9.2% |
| 3M | -5.2% | +8.0% | -13.1% | -6.7% |
| 6M | -2.9% | +4.1% | -7.0% | -4.4% |
| YTD | -10.0% | +58.7% | -68.7% | -17.4% |
| 1Y | -5.9% | +75.8% | -81.7% | -15.0% |
| 3Y | +57.6% | +73.2% | -15.6% | +40.0% |
| 5Y | +116.5% | +230.1% | -113.6% | +67.4% |
| 10Y | +555.1% | +67.4% | +487.8% | +268.6% |
| All | +746.1% | +152.6% | +593.5% | +376.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling