+604.5%
TDG vs FN
+700.1%
-95.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.3% | +8.5% | +2.4% |
| 7D | +1.7% | +0.3% | +1.4% | +1.5% |
| 30D | +9.7% | -16.5% | +26.2% | +11.8% |
| 3M | -2.3% | -42.1% | +39.8% | +4.9% |
| 6M | +1.3% | -52.9% | +54.2% | +10.9% |
| YTD | -8.5% | -28.0% | +19.5% | -10.0% |
| 1Y | -8.1% | -18.5% | +10.4% | -12.3% |
| 3Y | +43.4% | +93.9% | -50.5% | +3.4% |
| 5Y | +127.8% | +170.5% | -42.7% | +43.7% |
| All | +604.5% | +700.1% | -95.7% | +254.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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