+120.8%
WFC vs TDG
+123.4%
-2.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | +0.3% | -2.7% | +3.0% | +1.4% |
| 30D | +2.3% | -9.3% | +11.6% | +6.5% |
| 3M | +9.8% | -7.1% | +16.8% | +12.7% |
| 6M | +15.6% | -11.2% | +26.7% | +20.3% |
| YTD | -2.4% | -15.3% | +12.8% | +3.1% |
| 1Y | +13.8% | -12.5% | +26.3% | +18.1% |
| 3Y | +134.6% | +51.2% | +83.4% | +77.3% |
| All | +120.8% | +123.4% | -2.6% | +31.4% |
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