-1.9%
TDG vs XE
-47.4%
+45.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.3% | +8.4% | +0.3% |
| 7D | -2.7% | -11.4% | +8.8% | -2.4% |
| 30D | -9.3% | -23.0% | +13.7% | -8.8% |
| 3M | -7.1% | -12.1% | +5.1% | -7.0% |
| All | -1.9% | -47.4% | +45.6% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 6mo: compounded portfolio wealth divided by compounded XE 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…
6mo analysis · Full analysis span regression · Available span rolling