+135.5%
TDG vs RF
+89.9%
+45.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | -0.9% | +2.7% | -3.6% | -1.9% |
| 30D | -6.5% | -3.4% | -3.2% | -5.4% |
| 3M | -5.1% | +6.4% | -11.4% | -7.3% |
| 6M | -11.5% | +13.4% | -24.9% | -15.7% |
| YTD | -13.9% | +14.2% | -28.1% | -18.4% |
| 1Y | -11.5% | +15.7% | -27.2% | -16.8% |
| 3Y | +53.7% | +91.3% | -37.7% | +15.7% |
| 5Y | +135.5% | +89.8% | +45.8% | +80.7% |
| All | +135.5% | +89.9% | +45.6% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling