+12,981.4%
TDG vs FDS
+796.2%
+12,185.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | +0.4% |
| 7D | -0.9% | -5.4% | +4.5% | +1.4% |
| 30D | -6.5% | +1.6% | -8.1% | -7.5% |
| 3M | -5.1% | +17.7% | -22.8% | -13.5% |
| 6M | -11.5% | +29.1% | -40.6% | -24.4% |
| YTD | -13.9% | +1.0% | -14.9% | -18.2% |
| 1Y | -11.5% | -21.6% | +10.2% | -6.1% |
| 3Y | +53.7% | -30.1% | +83.8% | +69.4% |
| 5Y | +135.5% | -20.7% | +156.3% | +140.1% |
| 10Y | +535.2% | +78.3% | +456.9% | +325.1% |
| All | +12,981.4% | +796.2% | +12,185.2% | +4,062.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling