-46.7%
TOST vs TDG
+122.7%
-169.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.5% | -0.8% |
| 7D | -0.9% | -0.9% | 0.0% | -0.2% |
| 30D | -3.5% | -6.5% | +3.1% | +1.7% |
| 3M | +38.1% | -5.1% | +43.2% | +42.6% |
| 6M | +9.9% | -11.5% | +21.4% | +19.0% |
| YTD | -6.3% | -13.9% | +7.6% | +3.8% |
| 1Y | -18.3% | -11.5% | -6.9% | -12.3% |
| 3Y | +59.7% | +53.7% | +6.1% | -7.7% |
| All | -46.7% | +122.7% | -169.4% | -79.5% |
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