+89.0%
TD vs FGI
-68.3%
+157.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.9% | -5.5% | +0.3% |
| 7D | -3.1% | +6.9% | -9.9% | -3.1% |
| 30D | +6.7% | +3.9% | +2.8% | +6.6% |
| 3M | +3.1% | +74.3% | -71.2% | +1.6% |
| 6M | +17.6% | +28.9% | -11.3% | +16.2% |
| YTD | +34.8% | +39.1% | -4.3% | +31.9% |
| 1Y | +55.6% | +49.3% | +6.3% | +51.8% |
| 3Y | +133.1% | +5.7% | +127.4% | +124.8% |
| All | +89.0% | -68.3% | +157.2% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling