+159.7%
TRV vs TDG
+126.1%
+33.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.8% |
| 7D | +1.9% | -1.9% | +3.8% | +2.4% |
| 30D | +1.7% | -7.7% | +9.4% | +3.7% |
| 3M | +23.9% | -9.3% | +33.2% | +26.6% |
| 6M | +26.3% | -9.4% | +35.7% | +28.6% |
| YTD | +30.8% | -14.3% | +45.1% | +34.7% |
| 1Y | +36.3% | -11.8% | +48.2% | +39.1% |
| 3Y | +145.0% | +52.0% | +93.0% | +110.6% |
| All | +159.7% | +126.1% | +33.6% | +93.9% |
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 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