+535.2%
TDG vs FN
+882.3%
-347.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.6% | -1.8% |
| 7D | -0.9% | +3.5% | -4.5% | -1.5% |
| 30D | -6.5% | -26.0% | +19.4% | -2.3% |
| 3M | -5.1% | -33.3% | +28.2% | -0.1% |
| 6M | -11.5% | -14.9% | +3.4% | -13.0% |
| YTD | -13.9% | -8.6% | -5.3% | -17.4% |
| 1Y | -11.5% | +12.3% | -23.8% | -19.6% |
| 3Y | +53.7% | +174.4% | -120.7% | +5.0% |
| 5Y | +135.5% | +296.4% | -160.9% | +39.7% |
| 10Y | +535.2% | +890.0% | -354.9% | +212.1% |
| All | +535.2% | +882.3% | -347.2% | +212.1% |
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