+537.0%
TDG vs FDS
+64.8%
+472.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.7% |
| 7D | -1.9% | -14.0% | +12.1% | +4.1% |
| 30D | -7.7% | -6.2% | -1.5% | -5.7% |
| 3M | -9.3% | +10.2% | -19.5% | -14.6% |
| 6M | -9.4% | +27.4% | -36.8% | -22.0% |
| YTD | -14.3% | -9.3% | -5.0% | -13.8% |
| 1Y | -11.8% | -28.6% | +16.8% | -0.9% |
| 3Y | +52.0% | -36.8% | +88.8% | +78.2% |
| 5Y | +128.8% | -28.6% | +157.5% | +145.0% |
| All | +537.0% | +64.8% | +472.2% | +346.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling