+88.3%
TD vs FGI
-70.0%
+158.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.6% |
| 6M | +16.8% | +17.0% | -0.2% | +15.6% |
| YTD | +34.3% | +31.4% | +2.9% | +31.6% |
| 1Y | +56.0% | +42.7% | +13.3% | +52.2% |
| 3Y | +132.4% | -0.1% | +132.5% | +124.2% |
| All | +88.3% | -70.0% | +158.4% | +83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling