+371.9%
WFC vs TDG
+13,063.4%
-12,691.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -1.5% |
| 7D | +1.1% | -0.9% | +2.0% | +1.5% |
| 30D | +0.8% | -6.5% | +7.4% | +4.3% |
| 3M | +9.3% | -5.1% | +14.3% | +11.6% |
| 6M | +10.6% | -11.5% | +22.2% | +16.4% |
| YTD | -4.1% | -13.9% | +9.8% | +1.8% |
| 1Y | +13.6% | -11.5% | +25.0% | +18.3% |
| 3Y | +130.7% | +53.7% | +77.1% | +73.6% |
| 5Y | +126.7% | +135.5% | -8.8% | +32.8% |
| 10Y | +132.1% | +535.2% | -403.0% | -28.8% |
| All | +371.9% | +13,063.4% | -12,691.5% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling