+6.9%
FPS vs TDG
-10.5%
+17.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.0% |
| 7D | +5.3% | -2.4% | +7.8% | +7.0% |
| 30D | -17.6% | -8.0% | -9.6% | -13.0% |
| 3M | -45.8% | -10.5% | -35.3% | -41.7% |
| 6M | -10.1% | -11.9% | +1.8% | -3.1% |
| All | +6.9% | -10.5% | +17.3% | +13.3% |
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 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