-16.9%
TDG vs Q
+78.4%
-95.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -1.8% |
| 7D | -2.4% | +6.6% | -9.0% | -2.9% |
| 30D | -8.0% | -6.6% | -1.4% | -7.5% |
| 3M | -10.5% | -13.2% | +2.8% | -9.9% |
| 6M | -11.9% | +9.9% | -21.9% | -14.8% |
| YTD | -15.4% | +53.9% | -69.3% | -20.7% |
| All | -16.9% | +78.4% | -95.3% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling