+547.1%
XYZ vs TDG
+740.8%
-193.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.6% | +2.1% |
| 7D | -1.1% | +1.7% | -2.7% | -2.0% |
| 30D | +11.5% | +9.7% | +1.8% | +5.3% |
| 3M | +1.8% | -2.3% | +4.1% | +3.2% |
| 6M | +21.2% | +1.3% | +19.9% | +19.4% |
| YTD | +29.9% | -8.5% | +38.4% | +35.4% |
| 1Y | +35.8% | -8.1% | +43.9% | +40.9% |
| 3Y | +62.6% | +43.4% | +19.2% | +24.5% |
| 5Y | -62.8% | +127.8% | -190.6% | -78.0% |
| 10Y | +612.0% | +554.4% | +57.6% | +139.9% |
| All | +547.1% | +740.8% | -193.6% | +94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling