+62.6%
XYZ vs TDG
+43.8%
+18.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.6% | +2.2% |
| 7D | -1.1% | +1.7% | -2.7% | -1.9% |
| 30D | +11.5% | +9.7% | +1.8% | +6.1% |
| 3M | +1.8% | -2.3% | +4.1% | +3.0% |
| 6M | +21.2% | +1.3% | +19.9% | +19.7% |
| YTD | +29.9% | -8.5% | +38.4% | +34.9% |
| 1Y | +35.8% | -8.1% | +43.9% | +40.5% |
| 3Y | +62.6% | +43.4% | +19.2% | +30.3% |
| All | +62.6% | +43.8% | +18.7% | +30.3% |
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 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