+46.5%
TDG vs FGI
0.0%
+46.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.8% |
| 7D | +0.4% | -1.4% | +1.8% | +0.4% |
| 30D | +10.0% | -3.2% | +13.2% | +10.0% |
| 3M | -0.5% | +64.1% | -64.6% | -1.3% |
| 6M | +0.3% | +17.2% | -16.9% | -0.4% |
| YTD | -8.3% | +31.6% | -39.9% | -9.4% |
| 1Y | -5.1% | +45.1% | -50.2% | -6.2% |
| 3Y | +46.5% | -2.0% | +48.5% | +47.8% |
| All | +46.5% | 0.0% | +46.5% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling