+50.0%
TDG vs SN
+368.4%
-318.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.2% |
| 7D | -2.4% | -3.4% | +1.0% | -1.9% |
| 30D | -8.0% | -9.1% | +1.1% | -6.6% |
| 3M | -10.5% | +31.8% | -42.2% | -14.8% |
| 6M | -11.9% | +52.0% | -63.9% | -18.3% |
| YTD | -15.4% | +51.3% | -66.6% | -21.6% |
| 1Y | -14.2% | +46.9% | -61.1% | -20.3% |
| All | +50.0% | +368.4% | -318.4% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling