+132.4%
TD vs FGI
-3.4%
+135.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -0.7% | -4.1% | +3.4% | -0.7% |
| 30D | +7.6% | -3.4% | +11.0% | +7.6% |
| 3M | +3.0% | +61.8% | -58.8% | +2.0% |
| 6M | +16.8% | +17.0% | -0.2% | +15.9% |
| YTD | +34.3% | +31.4% | +2.9% | +32.3% |
| 1Y | +56.0% | +42.7% | +13.3% | +53.4% |
| 3Y | +132.4% | -0.1% | +132.5% | +127.4% |
| All | +132.4% | -3.4% | +135.7% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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