+9.3%
XYZ vs TDG
-9.4%
+18.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -1.0% | -2.0% | +1.0% | -0.2% |
| 30D | -1.7% | -7.4% | +5.7% | +1.2% |
| 3M | +16.7% | -5.4% | +22.1% | +18.9% |
| 6M | +26.9% | -11.6% | +38.5% | +31.5% |
| YTD | +27.1% | -12.6% | +39.8% | +33.8% |
| 1Y | +9.3% | -9.3% | +18.6% | +15.3% |
| All | +9.3% | -9.4% | +18.7% | +15.3% |
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