-35.7%
U vs TDG
+166.8%
-202.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.2% | +3.3% | +3.7% |
| 7D | +5.5% | -1.9% | +7.4% | +6.8% |
| 30D | -1.3% | -7.7% | +6.4% | +3.9% |
| 3M | +64.6% | -9.3% | +73.9% | +74.0% |
| 6M | +119.4% | -9.4% | +128.7% | +129.6% |
| YTD | -0.5% | -14.3% | +13.8% | +8.1% |
| 1Y | +1.3% | -11.8% | +13.1% | +6.8% |
| 3Y | +15.6% | +52.0% | -36.3% | -24.5% |
| 5Y | -67.5% | +128.8% | -196.3% | -84.0% |
| All | -35.7% | +166.8% | -202.5% | -68.4% |
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