+79.3%
TLT vs TDG
+13,063.4%
-12,984.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | -0.1% |
| 7D | +0.4% | -0.9% | +1.3% | +0.3% |
| 30D | -0.3% | -6.5% | +6.2% | -0.8% |
| 3M | -1.7% | -5.1% | +3.3% | -2.1% |
| 6M | -4.9% | -11.5% | +6.6% | -5.8% |
| YTD | -2.8% | -13.9% | +11.1% | -3.8% |
| 1Y | -4.2% | -11.5% | +7.2% | -4.9% |
| 3Y | -1.1% | +53.7% | -54.8% | +3.8% |
| 5Y | -33.7% | +135.5% | -169.2% | -27.0% |
| 10Y | -20.7% | +535.2% | -555.8% | +1.7% |
| All | +79.3% | +13,063.4% | -12,984.1% | +237.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling