-83.9%
TTD vs TDG
+50.3%
-134.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -7.4% | -2.7% | -4.7% | -6.0% |
| 30D | +3.0% | -9.3% | +12.3% | +8.6% |
| 3M | -27.6% | -7.1% | -20.5% | -24.8% |
| 6M | -49.5% | -11.2% | -38.3% | -46.6% |
| YTD | -63.2% | -15.3% | -47.9% | -60.1% |
| 1Y | -69.7% | -12.5% | -57.3% | -68.1% |
| All | -83.9% | +50.3% | -134.2% | -87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling