-12.9%
TDG vs RL
+8.0%
-20.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -2.7% | -2.2% | -0.5% | -2.1% |
| 30D | -9.3% | -15.3% | +6.1% | -5.1% |
| 3M | -7.1% | -10.3% | +3.3% | -4.4% |
| 6M | -11.2% | -2.2% | -8.9% | -10.6% |
| YTD | -15.3% | -4.3% | -11.0% | -14.3% |
| All | -12.9% | +8.0% | -20.9% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling