-25.8%
TE vs TDG
-5.9%
-20.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.3% | -3.7% |
| 7D | +3.8% | +7.1% | -3.3% | +2.2% |
| 30D | -26.2% | +11.4% | -37.6% | -28.0% |
| 3M | -49.7% | -4.6% | -45.2% | -49.2% |
| 6M | -46.5% | +5.8% | -52.3% | -47.2% |
| YTD | -59.1% | -8.5% | -50.6% | -60.4% |
| 1Y | -25.8% | -5.8% | -20.0% | -25.2% |
| All | -25.8% | -5.9% | -20.0% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling