-25.1%
TGT vs TDG
+126.1%
-151.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | -5.2% | -1.9% | -3.4% | -4.7% |
| 30D | +1.2% | -7.7% | +8.9% | +3.5% |
| 3M | +18.4% | -9.3% | +27.7% | +21.4% |
| 6M | +33.4% | -9.4% | +42.8% | +36.4% |
| YTD | +63.8% | -14.3% | +78.1% | +69.5% |
| 1Y | +77.2% | -11.8% | +89.0% | +81.4% |
| 3Y | +41.8% | +52.0% | -10.2% | +12.0% |
| All | -25.1% | +126.1% | -151.2% | -52.1% |
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 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