+53.7%
TDG vs RF
+92.1%
-38.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.1% |
| 7D | -0.9% | +2.7% | -3.6% | -1.6% |
| 30D | -6.5% | -3.4% | -3.2% | -5.7% |
| 3M | -5.1% | +6.4% | -11.4% | -6.7% |
| 6M | -11.5% | +13.4% | -24.9% | -14.5% |
| YTD | -13.9% | +14.2% | -28.1% | -17.1% |
| 1Y | -11.5% | +15.7% | -27.2% | -15.3% |
| 3Y | +53.7% | +91.3% | -37.7% | +34.5% |
| All | +53.7% | +92.1% | -38.4% | +34.5% |
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 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