+535.6%
TDG vs RF
+334.5%
+201.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -8.0% | -4.0% | -4.0% | -6.1% |
| 3M | -10.5% | +5.6% | -16.0% | -13.1% |
| 6M | -11.9% | +13.1% | -25.0% | -17.5% |
| YTD | -15.4% | +13.6% | -28.9% | -21.3% |
| 1Y | -14.2% | +16.0% | -30.2% | -21.5% |
| 3Y | +51.0% | +90.2% | -39.2% | +1.5% |
| 5Y | +126.5% | +87.0% | +39.5% | +46.8% |
| 10Y | +535.6% | +338.5% | +197.1% | +172.5% |
| All | +535.6% | +334.5% | +201.1% | +172.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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