+126.1%
TDG vs WAT
-5.3%
+131.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -2.7% | -2.9% | +0.2% | -1.9% |
| 30D | -9.3% | -3.2% | -6.1% | -8.5% |
| 3M | -7.1% | +10.6% | -17.6% | -9.7% |
| 6M | -11.2% | +34.0% | -45.2% | -18.2% |
| YTD | -15.3% | +5.7% | -21.0% | -17.6% |
| 1Y | -12.5% | +37.1% | -49.5% | -21.0% |
| 3Y | +51.2% | +52.4% | -1.2% | +25.3% |
| 5Y | +126.1% | -4.4% | +130.5% | +106.7% |
| All | +126.1% | -5.3% | +131.4% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling