+12,926.4%
TDG vs RSG
+1,162.7%
+11,763.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.8% |
| 3M | -9.3% | +7.4% | -16.7% | -13.5% |
| 6M | -9.4% | +0.1% | -9.5% | -10.4% |
| YTD | -14.3% | +6.0% | -20.3% | -18.3% |
| 1Y | -11.8% | -3.0% | -8.9% | -11.5% |
| 3Y | +52.0% | +56.5% | -4.5% | +12.9% |
| 5Y | +128.8% | +90.9% | +37.9% | +49.0% |
| 10Y | +543.8% | +428.7% | +115.1% | +142.8% |
| All | +12,926.4% | +1,162.7% | +11,763.7% | +2,524.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling