+43.2%
TER vs TDG
-5.9%
+49.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.7% | -7.5% | -6.9% |
| 7D | -19.9% | +7.1% | -26.9% | -20.5% |
| 30D | -43.5% | +11.4% | -54.9% | -44.5% |
| 3M | -37.8% | -4.6% | -33.2% | -37.1% |
| 6M | -25.6% | +5.8% | -31.4% | -26.6% |
| YTD | +29.8% | -8.5% | +38.3% | +14.8% |
| 1Y | +43.2% | -5.8% | +49.0% | +31.1% |
| All | +43.2% | -5.9% | +49.0% | +31.1% |
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