+537.0%
TDG vs WAB
+296.8%
+240.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.6% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -7.7% | -4.1% | -3.6% | -5.5% |
| 3M | -9.3% | +8.2% | -17.5% | -13.9% |
| 6M | -9.4% | +15.4% | -24.8% | -17.3% |
| YTD | -14.3% | +33.1% | -47.4% | -28.1% |
| 1Y | -11.8% | +48.1% | -59.9% | -30.9% |
| 3Y | +52.0% | +167.7% | -115.8% | -18.0% |
| 5Y | +128.8% | +225.7% | -96.9% | +8.9% |
| All | +537.0% | +296.8% | +240.2% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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