-4.5%
TT vs TDG
-5.9%
+1.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | -8.5% | +7.1% | -15.5% | -9.8% |
| 30D | -12.8% | +11.4% | -24.2% | -15.0% |
| 3M | -12.9% | -4.6% | -8.3% | -12.2% |
| 6M | -15.2% | +5.8% | -21.1% | -16.0% |
| YTD | +6.2% | -8.5% | +14.7% | +3.6% |
| 1Y | -4.5% | -5.8% | +1.3% | -8.2% |
| All | -4.5% | -5.9% | +1.3% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling