+537.0%
TDG vs ROL
+211.6%
+325.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -1.9% | -3.2% | +1.3% | -0.8% |
| 30D | -7.7% | -4.9% | -2.8% | -6.1% |
| 3M | -9.3% | -25.8% | +16.5% | +0.1% |
| 6M | -9.4% | -37.6% | +28.2% | +6.3% |
| YTD | -14.3% | -41.5% | +27.2% | +2.7% |
| 1Y | -11.8% | -39.5% | +27.7% | +4.0% |
| 3Y | +52.0% | +0.1% | +51.8% | +47.8% |
| 5Y | +128.8% | -4.6% | +133.4% | +121.4% |
| All | +537.0% | +211.6% | +325.3% | +312.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling