-5.8%
TDG vs S
+36.5%
-42.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.7% |
| 7D | +7.1% | -8.2% | +15.3% | +7.1% |
| 30D | +11.4% | -7.6% | +19.0% | +11.5% |
| 3M | -4.6% | +12.0% | -16.5% | -4.8% |
| 6M | +5.8% | +50.6% | -44.7% | +3.8% |
| YTD | -8.5% | +56.6% | -65.1% | -10.8% |
| 1Y | -5.8% | +39.2% | -45.1% | -7.4% |
| All | -5.8% | +36.5% | -42.3% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling