+45.7%
WM vs TDG
+50.9%
-5.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.1% |
| 7D | -0.5% | +0.4% | -0.9% | -0.5% |
| 30D | +13.3% | +10.0% | +3.3% | +11.7% |
| 3M | +4.4% | -0.5% | +4.9% | +4.4% |
| 6M | +10.8% | +0.3% | +10.5% | +10.4% |
| YTD | +9.1% | -8.3% | +17.4% | +10.0% |
| 1Y | +19.1% | -5.1% | +24.3% | +19.2% |
| 3Y | +45.7% | +46.5% | -0.9% | +23.9% |
| All | +45.7% | +50.9% | -5.2% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling