+537.0%
TDG vs FE
+114.2%
+422.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -1.9% | -1.4% | -0.5% | -1.3% |
| 30D | -7.7% | -1.9% | -5.8% | -7.1% |
| 3M | -9.3% | -0.2% | -9.1% | -9.5% |
| 6M | -9.4% | -7.1% | -2.3% | -7.1% |
| YTD | -14.3% | +6.1% | -20.4% | -16.6% |
| 1Y | -11.8% | +10.1% | -21.9% | -15.6% |
| 3Y | +52.0% | +46.9% | +5.1% | +27.2% |
| 5Y | +128.8% | +50.0% | +78.8% | +88.3% |
| All | +537.0% | +114.2% | +422.7% | +413.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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