+537.0%
TDG vs WAT
+170.9%
+366.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.6% |
| 7D | -1.9% | -0.3% | -1.6% | -1.8% |
| 30D | -7.7% | -1.9% | -5.8% | -7.1% |
| 3M | -9.3% | +13.5% | -22.8% | -13.8% |
| 6M | -9.4% | +37.2% | -46.6% | -20.4% |
| YTD | -14.3% | +7.5% | -21.8% | -18.1% |
| 1Y | -11.8% | +35.0% | -46.8% | -23.4% |
| 3Y | +52.0% | +55.1% | -3.1% | +15.8% |
| 5Y | +128.8% | -2.8% | +131.7% | +114.1% |
| All | +537.0% | +170.9% | +366.0% | +245.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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