+2,255.9%
TT vs TDG
+13,063.4%
-10,807.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | +0.2% |
| 7D | +1.6% | -0.9% | +2.5% | +2.0% |
| 30D | -7.3% | -6.5% | -0.8% | -4.4% |
| 3M | -2.6% | -5.1% | +2.5% | -0.5% |
| 6M | +5.9% | -11.5% | +17.4% | +11.0% |
| YTD | +15.4% | -13.9% | +29.3% | +21.8% |
| 1Y | +8.2% | -11.5% | +19.7% | +12.5% |
| 3Y | +122.7% | +53.7% | +69.0% | +76.0% |
| 5Y | +145.0% | +135.5% | +9.4% | +55.7% |
| 10Y | +893.7% | +535.2% | +358.6% | +243.3% |
| All | +2,255.9% | +13,063.4% | -10,807.5% | +79.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling