+52.0%
TDG vs SITM
+452.7%
-400.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.4% | +0.8% |
| 7D | -1.9% | +3.9% | -5.7% | -2.1% |
| 30D | -7.7% | -6.6% | -1.1% | -7.4% |
| 3M | -9.3% | -11.9% | +2.5% | -9.2% |
| 6M | -9.4% | +81.1% | -90.5% | -15.3% |
| YTD | -14.3% | +80.0% | -94.2% | -20.1% |
| 1Y | -11.8% | +145.8% | -157.7% | -20.5% |
| 3Y | +52.0% | +475.9% | -423.9% | +17.9% |
| All | +52.0% | +452.7% | -400.7% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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