+46.5%
TDG vs SN
+453.9%
-407.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.7% |
| 7D | -2.7% | -7.2% | +4.5% | -1.7% |
| 30D | -9.3% | -13.4% | +4.1% | -7.5% |
| 3M | -7.1% | +26.8% | -33.8% | -10.4% |
| 6M | -11.2% | +44.6% | -55.7% | -16.0% |
| YTD | -15.3% | +45.3% | -60.6% | -20.1% |
| 1Y | -12.5% | +40.1% | -52.6% | -17.2% |
| 3Y | +51.2% | +375.3% | -324.1% | +30.6% |
| All | +46.5% | +453.9% | -407.4% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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