+124.3%
TDG vs PSLV
+154.2%
-30.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -1.9% | -3.5% | +1.6% | -1.6% |
| 30D | -7.7% | -2.1% | -5.6% | -7.6% |
| 3M | -9.3% | -1.6% | -7.7% | -9.4% |
| 6M | -9.4% | -25.5% | +16.1% | -7.6% |
| YTD | -14.3% | -11.4% | -2.8% | -15.5% |
| 1Y | -11.8% | +48.6% | -60.4% | -19.2% |
| 3Y | +52.0% | +166.9% | -114.9% | +22.9% |
| All | +124.3% | +154.2% | -30.0% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling