-35.1%
TLT vs TDG
+125.9%
-160.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -1.6% | -2.7% | +1.1% | -1.5% |
| 30D | -1.3% | -9.3% | +7.9% | -1.2% |
| 3M | -3.7% | -7.1% | +3.3% | -3.6% |
| 6M | -6.4% | -11.2% | +4.8% | -6.2% |
| YTD | -4.5% | -15.3% | +10.8% | -4.3% |
| 1Y | -5.9% | -12.5% | +6.6% | -5.7% |
| 3Y | -2.8% | +51.2% | -54.0% | -3.4% |
| 5Y | -35.1% | +126.1% | -161.2% | -36.7% |
| All | -35.1% | +125.9% | -160.9% | -36.7% |
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