+126.1%
TDG vs FDS
-28.1%
+154.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.8% | +5.9% | +1.5% |
| 7D | -2.7% | -16.0% | +13.3% | +1.5% |
| 30D | -9.3% | -6.7% | -2.5% | -8.0% |
| 3M | -7.1% | +6.0% | -13.0% | -9.3% |
| 6M | -11.2% | +25.1% | -36.2% | -18.8% |
| YTD | -15.3% | -8.1% | -7.1% | -13.6% |
| 1Y | -12.5% | -26.0% | +13.6% | -3.1% |
| 3Y | +51.2% | -36.4% | +87.6% | +75.5% |
| 5Y | +126.1% | -27.7% | +153.9% | +176.3% |
| All | +126.1% | -28.1% | +154.3% | +176.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling