-48.1%
TOST vs TDG
+118.9%
-167.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -1.2% |
| 7D | -4.7% | -2.4% | -2.2% | -2.8% |
| 30D | -9.1% | -8.0% | -1.1% | -3.1% |
| 3M | +29.8% | -10.5% | +40.3% | +40.4% |
| 6M | +10.0% | -11.9% | +22.0% | +19.4% |
| YTD | -8.6% | -15.4% | +6.7% | +2.5% |
| 1Y | -20.7% | -14.2% | -6.5% | -12.6% |
| 3Y | +55.7% | +51.0% | +4.7% | -8.8% |
| All | -48.1% | +118.9% | -167.0% | -79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling