+20.7%
XYZ vs TDG
-5.9%
+26.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.7% | +14.6% | +15.0% |
| 7D | +16.5% | +7.1% | +9.4% | +13.2% |
| 30D | +15.0% | +11.4% | +3.6% | +9.9% |
| 3M | +3.5% | -4.6% | +8.1% | +5.1% |
| 6M | +21.9% | +5.8% | +16.0% | +18.2% |
| YTD | +34.6% | -8.5% | +43.1% | +42.7% |
| 1Y | +20.7% | -5.8% | +26.5% | +31.1% |
| All | +20.7% | -5.9% | +26.6% | +31.1% |
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