+25.7%
USB vs TDG
+125.9%
-100.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.4% |
| 7D | +2.6% | +1.7% | +0.9% | +1.9% |
| 30D | +8.4% | +9.7% | -1.3% | +4.3% |
| 3M | -5.5% | -2.3% | -3.2% | -4.8% |
| 6M | +17.7% | +1.3% | +16.4% | +16.3% |
| YTD | +17.6% | -8.5% | +26.0% | +20.0% |
| 1Y | +33.9% | -8.1% | +42.0% | +36.4% |
| 3Y | +103.8% | +43.4% | +60.4% | +61.8% |
| All | +25.7% | +125.9% | -100.2% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling