+32.9%
F vs TDG
+50.2%
-17.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.2% | -3.4% |
| 7D | -4.9% | -2.4% | -2.4% | -4.2% |
| 30D | -2.9% | -8.0% | +5.1% | -0.5% |
| 3M | -9.1% | -10.5% | +1.4% | -6.4% |
| 6M | +12.9% | -11.9% | +24.9% | +16.4% |
| YTD | +6.1% | -15.4% | +21.4% | +10.0% |
| 1Y | +22.5% | -14.2% | +36.7% | +26.5% |
| All | +32.9% | +50.2% | -17.2% | +22.8% |
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