+20.4%
WM vs TDG
-4.4%
+24.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +1.2% | +1.4% | -0.3% | +1.1% |
| 30D | +13.7% | +10.6% | +3.1% | +13.4% |
| 3M | +5.2% | +0.2% | +5.1% | +5.0% |
| 6M | +11.2% | +0.9% | +10.3% | +11.1% |
| YTD | +9.4% | -7.8% | +17.3% | +8.7% |
| 1Y | +20.4% | -4.9% | +25.3% | +18.6% |
| All | +20.4% | -4.4% | +24.8% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling