+1,469.5%
FAST vs TDG
+13,728.5%
-12,259.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +1.3% |
| 7D | +5.0% | +1.2% | +3.8% | +4.5% |
| 30D | +8.6% | +8.1% | +0.4% | +5.4% |
| 3M | +6.9% | -2.6% | +9.5% | +7.7% |
| 6M | +29.6% | +1.0% | +28.6% | +28.4% |
| YTD | +41.4% | -9.5% | +51.0% | +44.5% |
| 1Y | +38.5% | -8.0% | +46.5% | +40.6% |
| 3Y | +98.7% | +41.8% | +56.9% | +68.6% |
| 5Y | +108.0% | +125.1% | -17.1% | +45.1% |
| 10Y | +549.3% | +546.7% | +2.6% | +155.3% |
| All | +1,469.5% | +13,728.5% | -12,259.0% | +32.4% |
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