+12,759.1%
TDG vs WY
+69.7%
+12,689.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -2.4% | -1.7% | -0.7% | -1.7% |
| 30D | -8.0% | -9.9% | +1.9% | -3.6% |
| 3M | -10.5% | -7.5% | -3.0% | -7.7% |
| 6M | -11.9% | -5.1% | -6.8% | -10.3% |
| YTD | -15.4% | -2.1% | -13.3% | -15.5% |
| 1Y | -14.2% | -7.3% | -6.9% | -12.5% |
| 3Y | +51.0% | -22.6% | +73.7% | +62.6% |
| 5Y | +126.5% | -19.8% | +146.3% | +136.7% |
| 10Y | +535.6% | +9.6% | +526.0% | +441.1% |
| All | +12,759.1% | +69.7% | +12,689.5% | +7,144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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