+46.5%
TDG vs RF
+115.2%
-68.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.2% |
| 7D | +0.4% | -0.1% | +0.6% | +0.5% |
| 30D | +10.0% | +7.0% | +3.0% | +7.9% |
| 3M | -0.5% | -7.0% | +6.5% | +1.5% |
| 6M | +0.3% | +6.8% | -6.5% | -1.6% |
| YTD | -8.3% | +9.9% | -18.3% | -11.0% |
| 1Y | -5.1% | +21.1% | -26.3% | -10.3% |
| 3Y | +46.5% | +119.6% | -73.1% | +27.7% |
| All | +46.5% | +115.2% | -68.6% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling