+11.4%
FPS vs TDG
-8.9%
+20.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.5% | +4.0% |
| 7D | +10.4% | -0.9% | +11.3% | +11.0% |
| 30D | -16.5% | -6.5% | -10.0% | -12.8% |
| 3M | -45.5% | -5.1% | -40.5% | -43.3% |
| 6M | +2.1% | -11.5% | +13.6% | +9.5% |
| All | +11.4% | -8.9% | +20.3% | +16.8% |
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