+53.7%
TDG vs FE
+48.5%
+5.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -0.9% | +0.6% | -1.5% | -1.0% |
| 30D | -6.5% | -2.1% | -4.4% | -6.3% |
| 3M | -5.1% | +2.6% | -7.7% | -5.5% |
| 6M | -11.5% | -6.8% | -4.8% | -10.7% |
| YTD | -13.9% | +6.9% | -20.8% | -14.9% |
| 1Y | -11.5% | +11.6% | -23.0% | -13.1% |
| 3Y | +53.7% | +47.7% | +5.9% | +44.2% |
| All | +53.7% | +48.5% | +5.2% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling