+106.8%
FAST vs TDG
+132.8%
-26.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | 0.0% |
| 7D | +1.3% | -0.9% | +2.2% | +1.6% |
| 30D | -4.7% | -6.5% | +1.8% | -2.7% |
| 3M | +7.9% | -5.1% | +13.0% | +9.4% |
| 6M | +7.4% | -11.5% | +19.0% | +10.9% |
| YTD | +25.1% | -13.9% | +39.0% | +29.5% |
| 1Y | +4.7% | -11.5% | +16.1% | +7.1% |
| 3Y | +94.7% | +53.7% | +41.0% | +59.9% |
| 5Y | +106.8% | +135.5% | -28.8% | +40.6% |
| All | +106.8% | +132.8% | -26.0% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling