+1,779.8%
TSM vs TDG
+547.7%
+1,232.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.8% |
| 7D | +1.0% | -1.9% | +2.9% | +1.6% |
| 30D | +1.0% | -7.7% | +8.7% | +3.7% |
| 3M | +2.9% | -9.3% | +12.2% | +6.1% |
| 6M | +22.8% | -9.4% | +32.2% | +26.4% |
| YTD | +43.3% | -14.3% | +57.6% | +49.9% |
| 1Y | +69.2% | -11.8% | +81.0% | +74.7% |
| 3Y | +404.5% | +52.0% | +352.5% | +331.5% |
| 5Y | +282.2% | +128.8% | +153.4% | +184.8% |
| All | +1,779.8% | +547.7% | +1,232.1% | +956.0% |
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 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