+74.1%
FDX vs TDG
+43.8%
+30.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.3% |
| 7D | +5.2% | +1.7% | +3.5% | +4.8% |
| 30D | +11.3% | +9.7% | +1.6% | +9.3% |
| 3M | -4.1% | -2.3% | -1.8% | -3.8% |
| 6M | +9.6% | +1.3% | +8.3% | +9.0% |
| YTD | +40.9% | -8.5% | +49.4% | +41.3% |
| 1Y | +53.0% | -8.1% | +61.2% | +53.3% |
| 3Y | +74.1% | +43.4% | +30.7% | +40.0% |
| All | +74.1% | +43.8% | +30.2% | +40.0% |
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 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