+120.4%
TDG vs FGI
-69.1%
+189.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -1.7% |
| 7D | -2.4% | +14.7% | -17.1% | -2.6% |
| 30D | -8.0% | +67.0% | -74.9% | -9.3% |
| 3M | -10.5% | +31.0% | -41.5% | -11.5% |
| 6M | -11.9% | +126.8% | -138.7% | -14.4% |
| YTD | -15.4% | +35.6% | -51.0% | -17.2% |
| 1Y | -14.2% | +108.9% | -123.1% | -17.2% |
| 3Y | +51.0% | -0.3% | +51.3% | +47.0% |
| All | +120.4% | -69.1% | +189.4% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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