+91.7%
USB vs TDG
+545.2%
-453.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | 0.0% | +4.4% | -4.4% | -1.9% |
| 30D | +5.8% | +9.2% | -3.4% | +1.8% |
| 3M | -6.0% | -5.2% | -0.8% | -4.0% |
| 6M | +7.8% | -2.9% | +10.7% | +8.4% |
| YTD | +14.6% | -10.0% | +24.6% | +18.1% |
| 1Y | +31.8% | -5.9% | +37.6% | +33.0% |
| 3Y | +91.5% | +57.6% | +34.0% | +49.0% |
| 5Y | +22.0% | +116.5% | -94.5% | -19.0% |
| All | +91.7% | +545.2% | -453.5% | -6.2% |
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 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