+596.2%
TDG vs FE
+123.7%
+472.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | +1.2% | -0.3% | +1.5% | +1.3% |
| 30D | +8.1% | +3.9% | +4.3% | +6.6% |
| 3M | -2.6% | -0.1% | -2.5% | -2.6% |
| 6M | +1.0% | +6.1% | -5.1% | -1.5% |
| YTD | -9.5% | +8.1% | -17.6% | -12.6% |
| 1Y | -8.0% | +4.4% | -12.4% | -10.0% |
| 3Y | +41.8% | +49.0% | -7.2% | +18.1% |
| 5Y | +125.1% | +46.1% | +79.0% | +87.3% |
| All | +596.2% | +123.7% | +472.5% | +459.3% |
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