+124.3%
TDG vs RSG
+89.9%
+34.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.8% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -7.7% | +4.0% | -11.7% | -9.4% |
| 3M | -9.3% | +7.4% | -16.7% | -12.7% |
| 6M | -9.4% | +0.1% | -9.5% | -9.9% |
| YTD | -14.3% | +6.0% | -20.3% | -17.5% |
| 1Y | -11.8% | -3.0% | -8.9% | -11.0% |
| 3Y | +52.0% | +56.5% | -4.5% | +14.4% |
| All | +124.3% | +89.9% | +34.4% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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