+51.1%
TDG vs SN
+490.7%
-439.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -2.0% | -9.3% | +7.3% | -0.7% |
| 30D | -7.4% | -4.8% | -2.6% | -6.8% |
| 3M | -5.4% | +40.4% | -45.8% | -10.1% |
| 6M | -11.6% | +50.9% | -62.6% | -17.0% |
| YTD | -12.6% | +54.9% | -67.6% | -18.3% |
| 1Y | -9.3% | +43.0% | -52.4% | -14.6% |
| 3Y | +49.2% | +391.8% | -342.7% | +27.8% |
| All | +51.1% | +490.7% | -439.6% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling