+7.2%
XYZ vs TDG
-14.3%
+21.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -5.2% | -2.7% | -2.5% | -4.1% |
| 30D | 0.0% | -9.3% | +9.3% | +3.8% |
| 3M | +18.7% | -7.1% | +25.7% | +21.9% |
| 6M | +20.5% | -11.2% | +31.7% | +25.0% |
| YTD | +21.5% | -15.3% | +36.7% | +29.5% |
| 1Y | +7.2% | -12.5% | +19.7% | +15.6% |
| All | +7.2% | -14.3% | +21.5% | +15.6% |
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