+537.0%
TDG vs TDY
+479.2%
+57.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.3% |
| 7D | -1.9% | -1.1% | -0.7% | -1.1% |
| 30D | -7.7% | -12.0% | +4.3% | +1.2% |
| 3M | -9.3% | -3.2% | -6.1% | -7.7% |
| 6M | -9.4% | -7.9% | -1.5% | -4.8% |
| YTD | -14.3% | +18.2% | -32.5% | -26.3% |
| 1Y | -11.8% | +6.7% | -18.5% | -18.5% |
| 3Y | +52.0% | +47.5% | +4.4% | +6.0% |
| 5Y | +128.8% | +39.5% | +89.3% | +63.4% |
| All | +537.0% | +479.2% | +57.7% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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