-79.9%
TTD vs TDG
+126.1%
-205.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.5% | +1.7% |
| 7D | -0.6% | -1.9% | +1.2% | +1.0% |
| 30D | +6.3% | -7.7% | +14.0% | +13.4% |
| 3M | -24.1% | -9.3% | -14.8% | -18.0% |
| 6M | -47.4% | -9.4% | -38.1% | -44.2% |
| YTD | -62.2% | -14.3% | -48.0% | -58.2% |
| 1Y | -68.3% | -11.8% | -56.5% | -66.2% |
| 3Y | -83.4% | +52.0% | -135.4% | -90.4% |
| All | -79.9% | +126.1% | -205.9% | -92.2% |
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 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