+127.5%
TDG vs FGI
-70.4%
+197.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.5% | -7.2% | +0.3% |
| 7D | -2.0% | +0.5% | -2.6% | -2.0% |
| 30D | -7.4% | +65.4% | -72.8% | -8.7% |
| 3M | -5.4% | +23.5% | -28.9% | -6.4% |
| 6M | -11.6% | +60.5% | -72.2% | -13.8% |
| YTD | -12.6% | +30.0% | -42.6% | -14.5% |
| 1Y | -9.3% | +82.1% | -91.4% | -12.3% |
| 3Y | +49.2% | -4.4% | +53.6% | +45.3% |
| All | +127.5% | -70.4% | +197.8% | +126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling