+537.0%
TDG vs PSLV
+190.6%
+346.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -1.9% | -3.5% | +1.6% | -1.5% |
| 30D | -7.7% | -2.1% | -5.6% | -7.6% |
| 3M | -9.3% | -1.6% | -7.7% | -9.5% |
| 6M | -9.4% | -25.5% | +16.1% | -6.4% |
| YTD | -14.3% | -11.4% | -2.8% | -15.9% |
| 1Y | -11.8% | +48.6% | -60.4% | -21.9% |
| 3Y | +52.0% | +166.9% | -114.9% | +16.7% |
| 5Y | +128.8% | +152.4% | -23.6% | +74.9% |
| All | +537.0% | +190.6% | +346.4% | +317.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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