+1,117.2%
TDG vs USFR
+27.7%
+1,089.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -7.7% | +0.4% | -8.1% | -7.9% |
| 3M | -9.3% | +1.0% | -10.4% | -9.8% |
| 6M | -9.4% | +2.0% | -11.4% | -10.3% |
| YTD | -14.3% | +2.8% | -17.0% | -15.5% |
| 1Y | -11.8% | +4.1% | -15.9% | -13.7% |
| 3Y | +52.0% | +14.1% | +37.8% | +41.5% |
| 5Y | +128.8% | +20.6% | +108.3% | +107.2% |
| 10Y | +543.8% | +28.1% | +515.7% | +468.6% |
| All | +1,117.2% | +27.7% | +1,089.5% | +968.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 all: compounded portfolio wealth divided by compounded USFR 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…
all analysis · Full analysis span regression · 6 months rolling