-9.3%
TDG vs WETO
-98.9%
+89.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -20.8% | +21.2% | +0.3% |
| 7D | -2.0% | -55.4% | +53.4% | -2.1% |
| 30D | -7.4% | -48.5% | +41.1% | -7.8% |
| 3M | -5.4% | -97.5% | +92.1% | -4.6% |
| 6M | -11.6% | -94.2% | +82.6% | -11.5% |
| YTD | -12.6% | -97.0% | +84.4% | -12.9% |
| 1Y | -9.3% | -98.9% | +89.6% | -9.7% |
| All | -9.3% | -98.9% | +89.5% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling