+126.1%
TDG vs SM
+108.0%
+18.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -2.7% | +2.1% | -4.8% | -2.9% |
| 30D | -9.3% | +18.1% | -27.4% | -11.2% |
| 3M | -7.1% | +17.0% | -24.0% | -9.3% |
| 6M | -11.2% | +55.4% | -66.6% | -18.0% |
| YTD | -15.3% | +108.6% | -123.8% | -26.0% |
| 1Y | -12.5% | +45.7% | -58.1% | -19.0% |
| 3Y | +51.2% | -0.3% | +51.5% | +44.5% |
| 5Y | +126.1% | +113.0% | +13.1% | +88.9% |
| All | +126.1% | +108.0% | +18.1% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling