+12,981.7%
TDG vs WU
-22.3%
+13,004.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -2.4% | -4.9% | +2.5% | -0.6% |
| 30D | -8.0% | -1.3% | -6.7% | -7.7% |
| 3M | -10.5% | -3.6% | -6.9% | -10.8% |
| 6M | -11.9% | -24.3% | +12.4% | -4.3% |
| YTD | -15.4% | -21.1% | +5.7% | -9.8% |
| 1Y | -14.2% | -10.3% | -3.9% | -13.7% |
| 3Y | +51.0% | -28.4% | +79.4% | +60.8% |
| 5Y | +126.5% | -51.2% | +177.7% | +174.8% |
| 10Y | +535.6% | -39.6% | +575.2% | +597.9% |
| All | +12,981.7% | -22.3% | +13,004.0% | +11,558.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling