+59.4%
FDX vs TDG
+50.2%
+9.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.3% |
| 7D | -2.3% | -2.4% | +0.1% | -1.9% |
| 30D | -4.9% | -8.0% | +3.1% | -3.4% |
| 3M | -6.5% | -10.5% | +4.0% | -4.7% |
| 6M | +6.7% | -11.9% | +18.6% | +8.5% |
| YTD | +33.9% | -15.4% | +49.2% | +36.3% |
| 1Y | +72.2% | -14.2% | +86.4% | +74.6% |
| All | +59.4% | +50.2% | +9.2% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling