+124.3%
TDG vs SU
+348.9%
-224.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.9% | +2.2% | -4.1% | -2.2% |
| 30D | -7.7% | +8.4% | -16.1% | -9.0% |
| 3M | -9.3% | +12.1% | -21.4% | -11.4% |
| 6M | -9.4% | +19.7% | -29.0% | -13.5% |
| YTD | -14.3% | +58.4% | -72.7% | -23.5% |
| 1Y | -11.8% | +67.2% | -79.1% | -22.4% |
| 3Y | +52.0% | +125.0% | -73.1% | +21.9% |
| All | +124.3% | +348.9% | -224.6% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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