+1,188.5%
WDC vs TDG
+547.7%
+640.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.6% |
| 7D | -4.3% | -1.9% | -2.4% | -3.4% |
| 30D | -1.5% | -7.7% | +6.2% | +2.9% |
| 3M | -15.5% | -9.3% | -6.2% | -11.5% |
| 6M | +66.5% | -9.4% | +75.8% | +73.4% |
| YTD | +159.9% | -14.3% | +174.1% | +176.8% |
| 1Y | +366.0% | -11.8% | +377.8% | +384.1% |
| 3Y | +1,285.8% | +52.0% | +1,233.9% | +922.2% |
| 5Y | +925.6% | +128.8% | +796.7% | +486.1% |
| All | +1,188.5% | +547.7% | +640.9% | +385.5% |
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