+316.1%
TDG vs REPL
-17.3%
+333.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.4% | +8.5% | +0.5% |
| 7D | -2.7% | -13.4% | +10.7% | -2.1% |
| 30D | -9.3% | -3.0% | -6.3% | -9.2% |
| 3M | -7.1% | +56.3% | -63.4% | -10.8% |
| 6M | -11.2% | +60.9% | -72.0% | -18.8% |
| YTD | -15.3% | +36.2% | -51.5% | -22.0% |
| 1Y | -12.5% | +121.0% | -133.5% | -24.5% |
| 3Y | +51.2% | -32.8% | +84.0% | +24.8% |
| 5Y | +126.1% | -58.7% | +184.8% | +91.1% |
| All | +316.1% | -17.3% | +333.3% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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