-5.8%
TDG vs FDS
+31.1%
-36.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.6% |
| 7D | +7.1% | +9.4% | -2.4% | +6.7% |
| 30D | +11.4% | +23.8% | -12.4% | +10.5% |
| 3M | -4.6% | +25.1% | -29.7% | -5.3% |
| 6M | +5.8% | +53.8% | -47.9% | +3.9% |
| YTD | -8.5% | +19.6% | -28.0% | -6.6% |
| 1Y | -5.8% | +31.6% | -37.5% | -5.7% |
| All | -5.8% | +31.1% | -36.9% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling