+25.8%
TMO vs TDG
-9.4%
+35.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.9% |
| 7D | -1.4% | -2.0% | +0.7% | -0.6% |
| 30D | +6.2% | -7.4% | +13.6% | +9.0% |
| 3M | +27.5% | -5.4% | +32.8% | +29.0% |
| 6M | +20.0% | -11.6% | +31.6% | +23.2% |
| YTD | +6.1% | -12.6% | +18.8% | +9.0% |
| 1Y | +25.8% | -9.3% | +35.2% | +28.0% |
| All | +25.8% | -9.4% | +35.3% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling