+698.3%
TDG vs WING
+412.2%
+286.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.9% |
| 7D | -2.4% | -2.3% | -0.2% | -2.0% |
| 30D | -8.0% | -5.6% | -2.4% | -7.2% |
| 3M | -10.5% | -22.9% | +12.4% | -6.4% |
| 6M | -11.9% | -50.4% | +38.5% | +0.2% |
| YTD | -15.4% | -53.3% | +38.0% | -3.7% |
| 1Y | -14.2% | -61.2% | +47.0% | +0.7% |
| 3Y | +51.0% | -30.1% | +81.1% | +45.4% |
| 5Y | +126.5% | -35.0% | +161.5% | +111.1% |
| 10Y | +535.6% | +375.5% | +160.0% | +260.1% |
| All | +698.3% | +412.2% | +286.1% | +329.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling