+124.3%
TDG vs RUN
-81.0%
+205.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.2% |
| 7D | -1.9% | -3.7% | +1.8% | -1.6% |
| 30D | -7.7% | -13.0% | +5.3% | -7.0% |
| 3M | -9.3% | -31.8% | +22.5% | -7.4% |
| 6M | -9.4% | -32.2% | +22.8% | -7.7% |
| YTD | -14.3% | -53.5% | +39.2% | -11.4% |
| 1Y | -11.8% | -46.5% | +34.7% | -10.3% |
| 3Y | +52.0% | -37.6% | +89.6% | +37.9% |
| All | +124.3% | -81.0% | +205.3% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling