+135.5%
TDG vs FN
+299.7%
-164.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.6% | -1.7% |
| 7D | -0.9% | +3.5% | -4.5% | -1.3% |
| 30D | -6.5% | -26.0% | +19.4% | -3.6% |
| 3M | -5.1% | -33.3% | +28.2% | -1.5% |
| 6M | -11.5% | -14.9% | +3.4% | -12.9% |
| YTD | -13.9% | -8.6% | -5.3% | -16.8% |
| 1Y | -11.5% | +12.3% | -23.8% | -18.0% |
| 3Y | +53.7% | +174.4% | -120.7% | +10.9% |
| 5Y | +135.5% | +296.4% | -160.9% | +44.8% |
| All | +135.5% | +299.7% | -164.2% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling