+126.5%
TDG vs FE
+46.0%
+80.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | -2.4% | -0.2% | -2.3% | -2.4% |
| 30D | -8.0% | -1.2% | -6.8% | -7.7% |
| 3M | -10.5% | +1.7% | -12.1% | -11.1% |
| 6M | -11.9% | -7.5% | -4.4% | -9.8% |
| YTD | -15.4% | +6.3% | -21.7% | -17.5% |
| 1Y | -14.2% | +10.9% | -25.1% | -17.7% |
| 3Y | +51.0% | +46.9% | +4.1% | +26.8% |
| 5Y | +126.5% | +47.6% | +78.8% | +85.6% |
| All | +126.5% | +46.0% | +80.4% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling