+604.5%
TDG vs TPR
+364.3%
+240.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | +9.7% | +15.1% | -5.4% | +4.9% |
| 3M | -2.3% | +3.5% | -5.9% | -3.6% |
| 6M | +1.3% | +0.4% | +0.9% | -0.1% |
| YTD | -8.5% | +4.6% | -13.1% | -11.6% |
| 1Y | -8.1% | +33.1% | -41.2% | -17.8% |
| 3Y | +43.4% | +396.0% | -352.6% | -21.8% |
| 5Y | +127.8% | +230.3% | -102.5% | +37.8% |
| All | +604.5% | +364.3% | +240.2% | +228.7% |
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