+2,107.9%
TT vs TDG
+13,892.6%
-11,784.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -2.0% |
| 7D | +4.0% | +1.7% | +2.3% | +3.2% |
| 30D | -11.3% | +9.7% | -21.0% | -15.2% |
| 3M | -12.3% | -2.3% | -10.0% | -11.6% |
| 6M | -10.8% | +1.3% | -12.2% | -12.0% |
| YTD | +8.2% | -8.5% | +16.6% | +10.7% |
| 1Y | +1.5% | -8.1% | +9.6% | +3.7% |
| 3Y | +91.5% | +43.4% | +48.1% | +56.4% |
| 5Y | +130.2% | +127.8% | +2.4% | +48.6% |
| 10Y | +727.9% | +554.4% | +173.5% | +181.9% |
| All | +2,107.9% | +13,892.6% | -11,784.7% | +62.8% |
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