+124.0%
TDG vs S
-71.1%
+195.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +1.7% | +2.0% | -0.3% | +1.4% |
| 30D | +9.7% | -2.7% | +12.4% | +9.7% |
| 3M | -2.3% | -6.9% | +4.5% | -2.2% |
| 6M | +1.3% | +38.1% | -36.7% | -4.3% |
| YTD | -8.5% | +48.0% | -56.5% | -14.9% |
| 1Y | -8.1% | +34.5% | -42.6% | -13.7% |
| 3Y | +43.4% | +38.3% | +5.1% | +30.4% |
| All | +124.0% | -71.1% | +195.2% | +137.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling