+52.0%
TDG vs RUN
-39.0%
+91.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.2% |
| 7D | -1.9% | -3.7% | +1.8% | -1.8% |
| 30D | -7.7% | -13.0% | +5.3% | -7.5% |
| 3M | -9.3% | -31.8% | +22.5% | -8.7% |
| 6M | -9.4% | -32.2% | +22.8% | -8.8% |
| YTD | -14.3% | -53.5% | +39.2% | -13.4% |
| 1Y | -11.8% | -46.5% | +34.7% | -11.3% |
| 3Y | +52.0% | -37.6% | +89.6% | +49.4% |
| All | +52.0% | -39.0% | +91.0% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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