+332.2%
FDX vs TDG
+13,892.6%
-13,560.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.0% |
| 7D | +5.2% | +1.7% | +3.5% | +4.5% |
| 30D | +11.3% | +9.7% | +1.6% | +6.9% |
| 3M | -4.1% | -2.3% | -1.8% | -3.4% |
| 6M | +9.6% | +1.3% | +8.3% | +8.2% |
| YTD | +40.9% | -8.5% | +49.4% | +43.7% |
| 1Y | +53.0% | -8.1% | +61.2% | +55.8% |
| 3Y | +74.1% | +43.4% | +30.7% | +41.8% |
| 5Y | +75.1% | +127.8% | -52.7% | +13.7% |
| 10Y | +156.9% | +554.4% | -397.4% | -6.1% |
| All | +332.2% | +13,892.6% | -13,560.4% | -61.9% |
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