-31.3%
TER vs TDG
+2.9%
-34.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -5.5% |
| 7D | +14.4% | +1.7% | +12.7% | +14.2% |
| 30D | -30.6% | +9.7% | -40.3% | -30.6% |
| 3M | -39.2% | -2.3% | -36.9% | -38.9% |
| 6M | -31.3% | +1.3% | -32.6% | -32.2% |
| All | -31.3% | +2.9% | -34.2% | -32.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling