+126.1%
TDG vs WEC
+30.3%
+95.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -2.7% | -1.3% | -1.4% | -2.3% |
| 30D | -9.3% | -0.4% | -8.9% | -9.2% |
| 3M | -7.1% | -6.8% | -0.3% | -5.2% |
| 6M | -11.2% | -6.4% | -4.8% | -9.6% |
| YTD | -15.3% | +2.5% | -17.7% | -16.3% |
| 1Y | -12.5% | -0.4% | -12.1% | -12.9% |
| 3Y | +51.2% | +38.5% | +12.7% | +34.7% |
| 5Y | +126.1% | +31.7% | +94.4% | +100.3% |
| All | +126.1% | +30.3% | +95.8% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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