+155.2%
W vs TDG
+547.7%
-392.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | 0.0% | +0.5% |
| 7D | -0.9% | -1.9% | +1.0% | +0.1% |
| 30D | -4.2% | -7.7% | +3.5% | -0.1% |
| 3M | +26.9% | -9.3% | +36.2% | +33.9% |
| 6M | +31.2% | -9.4% | +40.6% | +38.7% |
| YTD | -1.8% | -14.3% | +12.4% | +6.6% |
| 1Y | +9.3% | -11.8% | +21.1% | +16.5% |
| 3Y | +33.2% | +52.0% | -18.8% | +5.2% |
| 5Y | -62.4% | +128.8% | -191.2% | -75.1% |
| All | +155.2% | +547.7% | -392.4% | +17.8% |
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