+112.0%
TDG vs S
-57.1%
+169.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | -1.9% | -0.7% | -1.2% | -1.8% |
| 30D | -7.7% | -11.4% | +3.7% | -6.6% |
| 3M | -9.3% | +33.8% | -43.1% | -12.9% |
| 6M | -9.4% | +39.5% | -48.9% | -13.9% |
| YTD | -14.3% | +31.7% | -45.9% | -18.1% |
| 1Y | -11.8% | +7.0% | -18.8% | -13.8% |
| 3Y | +52.0% | +11.8% | +40.2% | +44.3% |
| 5Y | +128.8% | -69.0% | +197.9% | +126.7% |
| All | +112.0% | -57.1% | +169.0% | +113.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling