+537.0%
TDG vs SM
+23.0%
+514.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.9% | +4.6% | -6.4% | -2.5% |
| 30D | -7.7% | +18.2% | -25.9% | -10.1% |
| 3M | -9.3% | +22.5% | -31.8% | -12.8% |
| 6M | -9.4% | +50.6% | -59.9% | -16.6% |
| YTD | -14.3% | +108.1% | -122.4% | -25.4% |
| 1Y | -11.8% | +46.0% | -57.8% | -19.2% |
| 3Y | +52.0% | +2.9% | +49.1% | +42.7% |
| 5Y | +128.8% | +112.6% | +16.2% | +83.7% |
| All | +537.0% | +23.0% | +514.0% | +220.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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