+71.7%
TER vs TDG
+125.9%
-54.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -6.1% |
| 7D | +14.4% | +1.7% | +12.7% | +13.3% |
| 30D | -30.6% | +9.7% | -40.3% | -34.7% |
| 3M | -39.2% | -2.3% | -36.9% | -38.5% |
| 6M | -31.3% | +1.3% | -32.6% | -33.0% |
| YTD | +29.1% | -8.5% | +37.5% | +32.1% |
| 1Y | +47.4% | -8.1% | +55.6% | +50.4% |
| 3Y | +191.2% | +43.4% | +147.8% | +99.5% |
| All | +71.7% | +125.9% | -54.2% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling