+8,727.8%
TSM vs TDG
+13,063.4%
-4,335.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.8% | +2.9% |
| 7D | +6.0% | -0.9% | +7.0% | +6.4% |
| 30D | +4.5% | -6.5% | +11.1% | +7.1% |
| 3M | +3.1% | -5.1% | +8.2% | +4.8% |
| 6M | +30.2% | -11.5% | +41.7% | +35.6% |
| YTD | +45.2% | -13.9% | +59.1% | +52.4% |
| 1Y | +79.6% | -11.5% | +91.0% | +85.7% |
| 3Y | +411.0% | +53.7% | +357.3% | +324.5% |
| 5Y | +290.7% | +135.5% | +155.2% | +173.6% |
| 10Y | +1,753.6% | +535.2% | +1,218.4% | +684.5% |
| All | +8,727.8% | +13,063.4% | -4,335.6% | +875.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling