+860.2%
TTMI vs TDG
+12,839.7%
-11,979.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.2% | -3.1% |
| 7D | +7.5% | -2.4% | +9.9% | +8.8% |
| 30D | -4.5% | -8.0% | +3.5% | -0.4% |
| 3M | -28.5% | -10.5% | -18.1% | -24.9% |
| 6M | +28.4% | -11.9% | +40.3% | +34.7% |
| YTD | +80.1% | -15.4% | +95.4% | +92.1% |
| 1Y | +161.0% | -14.2% | +175.2% | +175.7% |
| 3Y | +862.4% | +51.0% | +811.4% | +646.6% |
| 5Y | +812.9% | +126.5% | +686.5% | +464.6% |
| 10Y | +1,094.7% | +535.6% | +559.2% | +252.7% |
| All | +860.2% | +12,839.7% | -11,979.5% | -53.8% |
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