+3.9%
FAST vs TDG
-14.4%
+18.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.0% |
| 7D | +1.8% | -2.4% | +4.2% | +2.1% |
| 30D | -6.4% | -8.0% | +1.6% | -5.5% |
| 3M | +5.3% | -10.5% | +15.8% | +6.6% |
| 6M | +5.4% | -11.9% | +17.3% | +5.8% |
| YTD | +23.6% | -15.4% | +38.9% | +22.2% |
| All | +3.9% | -14.4% | +18.3% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling