+126.5%
TDG vs TPR
+225.0%
-98.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -0.9% |
| 7D | -2.4% | -7.3% | +4.9% | -0.7% |
| 30D | -8.0% | -30.7% | +22.7% | -0.1% |
| 3M | -10.5% | -21.6% | +11.2% | -5.8% |
| 6M | -11.9% | -21.3% | +9.4% | -7.8% |
| YTD | -15.4% | -10.2% | -5.2% | -14.4% |
| 1Y | -14.2% | +9.5% | -23.7% | -17.8% |
| 3Y | +51.0% | +280.8% | -229.7% | -2.9% |
| 5Y | +126.5% | +218.7% | -92.2% | +53.6% |
| All | +126.5% | +225.0% | -98.5% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling