+533.2%
XYZ vs TDG
+702.6%
-169.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.0% |
| 7D | -1.0% | -2.0% | +1.0% | +0.3% |
| 30D | -1.7% | -7.4% | +5.7% | +3.0% |
| 3M | +16.7% | -5.4% | +22.1% | +20.1% |
| 6M | +26.9% | -11.6% | +38.5% | +35.6% |
| YTD | +27.1% | -12.6% | +39.8% | +36.5% |
| 1Y | +9.3% | -9.3% | +18.6% | +13.8% |
| 3Y | +42.3% | +49.2% | -6.9% | +6.0% |
| 5Y | -69.3% | +132.1% | -201.5% | -82.0% |
| 10Y | +586.8% | +544.8% | +42.0% | +135.4% |
| All | +533.2% | +702.6% | -169.4% | +95.9% |
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