+55.9%
TDG vs FN
+169.1%
-113.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.8% | +0.2% |
| 7D | -2.0% | -1.7% | -0.3% | -1.9% |
| 30D | -7.4% | -22.0% | +14.6% | -6.1% |
| 3M | -5.4% | -43.0% | +37.6% | -2.1% |
| 6M | -11.6% | -27.7% | +16.1% | -11.4% |
| YTD | -12.6% | -10.5% | -2.1% | -14.6% |
| 1Y | -9.3% | +12.5% | -21.8% | -14.0% |
| All | +55.9% | +169.1% | -113.2% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling