-15.8%
TDG vs Q
+79.8%
-95.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +1.0% |
| 7D | -1.9% | +4.9% | -6.8% | -2.3% |
| 30D | -7.7% | -11.0% | +3.3% | -6.8% |
| 3M | -9.3% | -15.2% | +5.9% | -8.5% |
| 6M | -9.4% | +8.8% | -18.2% | -12.3% |
| YTD | -14.3% | +55.1% | -69.3% | -19.7% |
| All | -15.8% | +79.8% | -95.6% | -22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling