+309.3%
TEL vs TDG
+547.7%
-238.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.0% |
| 7D | +1.6% | -1.9% | +3.5% | +2.5% |
| 30D | -0.7% | -7.7% | +7.0% | +3.0% |
| 3M | +2.4% | -9.3% | +11.8% | +6.8% |
| 6M | +4.1% | -9.4% | +13.5% | +8.4% |
| YTD | -5.8% | -14.3% | +8.4% | +0.2% |
| 1Y | +0.9% | -11.8% | +12.7% | +5.6% |
| 3Y | +72.6% | +52.0% | +20.6% | +36.4% |
| 5Y | +57.5% | +128.8% | -71.3% | +1.4% |
| All | +309.3% | +547.7% | -238.3% | +79.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling