+98.3%
USB vs TDG
+49.0%
+49.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | +1.4% | -2.0% | +3.5% | +2.1% |
| 30D | -1.3% | -7.4% | +6.1% | +1.0% |
| 3M | +15.2% | -5.4% | +20.6% | +16.8% |
| 6M | +18.8% | -11.6% | +30.5% | +22.7% |
| YTD | +21.0% | -12.6% | +33.6% | +24.6% |
| 1Y | +34.0% | -9.3% | +43.4% | +36.0% |
| All | +98.3% | +49.0% | +49.2% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling