-14.2%
TDG vs Q
+71.3%
-85.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | -2.0% | +0.2% | -2.3% | -2.0% |
| 30D | -7.4% | -11.1% | +3.7% | -6.5% |
| 3M | -5.4% | -22.1% | +16.7% | -3.8% |
| 6M | -11.6% | +0.5% | -12.1% | -13.8% |
| YTD | -12.6% | +47.8% | -60.4% | -17.9% |
| All | -14.2% | +71.3% | -85.5% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling