+565.8%
TDG vs RF
+248.4%
+317.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.0% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +10.6% | +6.2% | +4.4% | +7.3% |
| 3M | +0.2% | -7.8% | +8.0% | +4.4% |
| 6M | +0.9% | +5.9% | -5.1% | -2.4% |
| YTD | -7.8% | +9.0% | -16.9% | -12.7% |
| 1Y | -4.9% | +19.3% | -24.2% | -14.1% |
| 3Y | +44.5% | +116.4% | -72.0% | -9.7% |
| 5Y | +117.7% | +46.0% | +71.7% | +62.7% |
| 10Y | +565.8% | +239.8% | +326.1% | +209.8% |
| All | +565.8% | +248.4% | +317.5% | +209.8% |
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