+42.6%
TMUS vs TDG
+125.6%
-83.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.0% |
| 7D | -5.3% | -2.4% | -2.9% | -4.8% |
| 30D | +0.1% | -8.0% | +8.1% | +1.9% |
| 3M | -0.6% | -10.5% | +9.9% | +1.5% |
| 6M | -17.5% | -11.9% | -5.6% | -15.7% |
| YTD | -11.3% | -15.4% | +4.1% | -8.8% |
| 1Y | -25.4% | -14.2% | -11.2% | -23.7% |
| 3Y | +35.5% | +51.0% | -15.5% | +14.6% |
| All | +42.6% | +125.6% | -83.0% | +2.5% |
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