+537.0%
TDG vs TPR
+327.7%
+209.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.5% |
| 7D | -1.9% | -3.0% | +1.1% | -1.0% |
| 30D | -7.7% | -22.6% | +14.9% | -0.9% |
| 3M | -9.3% | -18.2% | +8.9% | -4.6% |
| 6M | -9.4% | -18.0% | +8.6% | -5.1% |
| YTD | -14.3% | -6.4% | -7.9% | -14.1% |
| 1Y | -11.8% | +12.3% | -24.1% | -17.2% |
| 3Y | +52.0% | +298.7% | -246.7% | -10.6% |
| 5Y | +128.8% | +232.5% | -103.7% | +37.4% |
| All | +537.0% | +327.7% | +209.2% | +208.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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