+126.1%
TDG vs WING
-35.5%
+161.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.7% | +0.2% | -2.9% | -2.7% |
| 30D | -9.3% | -0.5% | -8.8% | -9.4% |
| 3M | -7.1% | -23.9% | +16.8% | -3.4% |
| 6M | -11.2% | -48.9% | +37.7% | -1.7% |
| YTD | -15.3% | -53.3% | +38.1% | -5.8% |
| 1Y | -12.5% | -60.3% | +47.8% | -0.4% |
| 3Y | +51.2% | -30.1% | +81.3% | +43.6% |
| 5Y | +126.1% | -36.2% | +162.3% | +110.1% |
| All | +126.1% | -35.5% | +161.7% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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