+537.0%
TDG vs WU
-39.1%
+576.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -1.9% | -3.5% | +1.6% | -0.6% |
| 30D | -7.7% | -2.9% | -4.8% | -6.8% |
| 3M | -9.3% | -2.3% | -7.1% | -10.2% |
| 6M | -9.4% | -25.4% | +16.0% | -0.9% |
| YTD | -14.3% | -21.2% | +6.9% | -8.6% |
| 1Y | -11.8% | -8.9% | -3.0% | -12.2% |
| 3Y | +52.0% | -29.0% | +80.9% | +62.4% |
| 5Y | +128.8% | -50.7% | +179.6% | +185.4% |
| All | +537.0% | -39.1% | +576.1% | +606.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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