+537.0%
TDG vs WPM
+558.4%
-21.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +1.0% |
| 7D | -1.9% | -0.6% | -1.3% | -1.8% |
| 30D | -7.7% | +14.4% | -22.1% | -9.0% |
| 3M | -9.3% | +37.0% | -46.3% | -12.2% |
| 6M | -9.4% | +4.1% | -13.5% | -10.2% |
| YTD | -14.3% | +31.7% | -46.0% | -17.1% |
| 1Y | -11.8% | +44.2% | -56.0% | -15.7% |
| 3Y | +52.0% | +265.5% | -213.5% | +31.0% |
| 5Y | +128.8% | +262.5% | -133.7% | +94.6% |
| All | +537.0% | +558.4% | -21.4% | +440.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling