+50.2%
TDG vs RL
+199.8%
-149.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -2.7% | -2.2% | -0.5% | -2.2% |
| 30D | -9.3% | -15.3% | +6.1% | -6.1% |
| 3M | -7.1% | -10.3% | +3.3% | -5.0% |
| 6M | -11.2% | -2.2% | -8.9% | -10.9% |
| YTD | -15.3% | -4.3% | -11.0% | -14.8% |
| 1Y | -12.5% | +8.9% | -21.3% | -14.2% |
| All | +50.2% | +199.8% | -149.7% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling