+524.1%
FAST vs TDG
+529.3%
-5.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.7% |
| 7D | +1.8% | -2.4% | +4.2% | +2.5% |
| 30D | -6.4% | -8.0% | +1.6% | -4.4% |
| 3M | +5.3% | -10.5% | +15.8% | +8.3% |
| 6M | +5.4% | -11.9% | +17.3% | +8.4% |
| YTD | +23.6% | -15.4% | +38.9% | +28.0% |
| 1Y | +4.1% | -14.2% | +18.3% | +7.2% |
| 3Y | +92.4% | +51.0% | +41.3% | +68.2% |
| 5Y | +106.1% | +126.5% | -20.4% | +59.9% |
| 10Y | +524.1% | +535.6% | -11.5% | +274.1% |
| All | +524.1% | +529.3% | -5.2% | +274.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling