+138.3%
TDG vs FGI
-74.8%
+213.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -25.2% | +26.4% | +1.5% |
| 7D | +1.7% | -14.4% | +16.1% | +1.8% |
| 30D | +9.7% | -11.8% | +21.5% | +9.8% |
| 3M | -2.3% | -46.2% | +43.9% | -1.8% |
| 6M | +1.3% | +5.2% | -3.9% | +0.1% |
| YTD | -8.5% | +10.5% | -19.0% | -10.4% |
| 1Y | -8.1% | +25.5% | -33.6% | -10.4% |
| 3Y | +43.4% | -16.0% | +59.4% | +39.5% |
| All | +138.3% | -74.8% | +213.1% | +137.3% |
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