-62.8%
W vs TDG
+125.9%
-188.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +0.5% | -2.7% | +3.2% | +2.8% |
| 30D | -5.6% | -9.3% | +3.7% | +2.4% |
| 3M | +41.9% | -7.1% | +49.0% | +51.4% |
| 6M | +30.2% | -11.2% | +41.4% | +43.6% |
| YTD | -2.9% | -15.3% | +12.3% | +10.7% |
| 1Y | +11.6% | -12.5% | +24.0% | +22.5% |
| 3Y | +37.0% | +51.2% | -14.2% | -18.9% |
| 5Y | -62.8% | +126.1% | -189.0% | -85.4% |
| All | -62.8% | +125.9% | -188.7% | -85.4% |
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