+31.7%
W vs TDG
+50.3%
-18.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +0.5% | -2.7% | +3.2% | +2.1% |
| 30D | -5.6% | -9.3% | +3.7% | +0.1% |
| 3M | +41.9% | -7.1% | +49.0% | +49.0% |
| 6M | +30.2% | -11.2% | +41.4% | +39.9% |
| YTD | -2.9% | -15.3% | +12.3% | +6.5% |
| 1Y | +11.6% | -12.5% | +24.0% | +19.6% |
| All | +31.7% | +50.3% | -18.6% | +13.1% |
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