+295.6%
USB vs TDG
+13,257.8%
-12,962.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | +1.4% | -2.0% | +3.5% | +2.4% |
| 30D | -1.3% | -7.4% | +6.1% | +2.1% |
| 3M | +15.2% | -5.4% | +20.6% | +17.6% |
| 6M | +18.8% | -11.6% | +30.5% | +24.5% |
| YTD | +21.0% | -12.6% | +33.6% | +26.8% |
| 1Y | +34.0% | -9.3% | +43.4% | +37.7% |
| 3Y | +95.3% | +49.2% | +46.1% | +54.8% |
| 5Y | +40.4% | +132.1% | -91.8% | -11.4% |
| 10Y | +107.3% | +544.8% | -437.5% | -24.8% |
| All | +295.6% | +13,257.8% | -12,962.1% | -65.6% |
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