+145.9%
TT vs TDG
+125.9%
+20.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.0% | -2.7% | +1.7% | +0.2% |
| 30D | -8.9% | -9.3% | +0.4% | -4.9% |
| 3M | -1.8% | -7.1% | +5.2% | +1.1% |
| 6M | +1.9% | -11.2% | +13.0% | +6.5% |
| YTD | +13.8% | -15.3% | +29.1% | +20.8% |
| 1Y | +6.1% | -12.5% | +18.6% | +10.6% |
| 3Y | +119.6% | +51.2% | +68.4% | +69.5% |
| 5Y | +145.9% | +126.1% | +19.7% | +50.9% |
| All | +145.9% | +125.9% | +20.0% | +50.9% |
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