+1,294.3%
FAST vs TDG
+13,257.8%
-11,963.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -0.4% | -2.0% | +1.7% | +0.4% |
| 30D | -0.8% | -7.4% | +6.6% | +2.0% |
| 3M | +5.8% | -5.4% | +11.1% | +7.6% |
| 6M | +8.0% | -11.6% | +19.6% | +12.1% |
| YTD | +25.6% | -12.6% | +38.2% | +30.3% |
| 1Y | +0.8% | -9.3% | +10.2% | +2.9% |
| 3Y | +86.1% | +49.2% | +36.9% | +54.7% |
| 5Y | +100.2% | +132.1% | -31.9% | +37.9% |
| 10Y | +494.2% | +544.8% | -50.7% | +133.5% |
| All | +1,294.3% | +13,257.8% | -11,963.4% | +19.3% |
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