+7,930.8%
TD vs FDS
+8,782.6%
-851.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.2% | -0.5% |
| 7D | +0.3% | -1.9% | +2.2% | +0.8% |
| 30D | +0.4% | +9.0% | -8.6% | -2.0% |
| 3M | +7.6% | +18.9% | -11.2% | +2.0% |
| 6M | +25.0% | +35.1% | -10.1% | +13.4% |
| YTD | +31.0% | +5.5% | +25.5% | +25.7% |
| 1Y | +65.2% | -16.8% | +82.0% | +67.6% |
| 3Y | +122.5% | -28.1% | +150.6% | +132.5% |
| 5Y | +124.8% | -17.4% | +142.2% | +124.2% |
| 10Y | +298.2% | +85.4% | +212.8% | +215.9% |
| All | +7,930.8% | +8,782.6% | -851.8% | +2,862.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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