+1,124.0%
TTMI vs TDG
+547.7%
+576.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.2% | +2.9% |
| 7D | +0.7% | -1.9% | +2.5% | +1.5% |
| 30D | -8.4% | -7.7% | -0.7% | -5.4% |
| 3M | -32.5% | -9.3% | -23.1% | -30.1% |
| 6M | +32.5% | -9.4% | +41.9% | +36.3% |
| YTD | +83.2% | -14.3% | +97.5% | +92.3% |
| 1Y | +161.7% | -11.8% | +173.5% | +170.9% |
| 3Y | +890.1% | +52.0% | +838.2% | +707.1% |
| 5Y | +832.4% | +128.8% | +703.6% | +536.6% |
| All | +1,124.0% | +547.7% | +576.3% | +442.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling